+102.1%
DASH vs BB
+122.6%
-20.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.5% | -4.9% | -8.8% |
| 7D | +0.5% | -8.9% | +9.4% | +1.7% |
| 30D | -7.1% | -12.6% | +5.6% | -5.8% |
| 3M | -13.2% | -4.1% | -9.1% | -13.5% |
| 6M | +8.3% | +49.5% | -41.2% | -2.0% |
| YTD | -20.6% | +120.8% | -141.4% | -33.5% |
| 1Y | -24.4% | +76.2% | -100.6% | -34.3% |
| All | +102.1% | +122.6% | -20.5% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling