-11.3%
DASH vs BB
+100.0%
-111.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | +0.4% |
| 7D | -4.8% | +15.0% | -19.8% | -5.5% |
| 30D | -7.9% | +3.5% | -11.4% | -8.4% |
| 3M | -16.3% | +2.7% | -19.0% | -16.6% |
| 6M | +10.4% | +44.7% | -34.4% | +1.8% |
| YTD | -20.1% | +143.3% | -163.4% | -36.6% |
| All | -11.3% | +100.0% | -111.3% | -27.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling