+114.1%
DASH vs BB
+145.9%
-31.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | 0.0% |
| 7D | -4.8% | +15.0% | -19.8% | -6.4% |
| 30D | -7.9% | +3.5% | -11.4% | -8.7% |
| 3M | -16.3% | +2.7% | -19.0% | -17.3% |
| 6M | +10.4% | +44.7% | -34.4% | +1.1% |
| YTD | -20.1% | +143.3% | -163.4% | -33.9% |
| 1Y | -11.4% | +102.2% | -113.6% | -24.6% |
| 3Y | +114.1% | +156.1% | -42.0% | +63.7% |
| All | +114.1% | +145.9% | -31.8% | +63.7% |
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