-29.3%
DASH vs BB
-17.6%
-11.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.4% | +1.8% | +0.2% |
| 7D | -4.5% | +1.8% | -6.4% | -5.2% |
| 30D | -6.8% | +8.1% | -14.9% | -10.3% |
| 3M | -20.7% | -1.0% | -19.7% | -22.6% |
| 6M | +15.1% | +45.9% | -30.8% | -8.1% |
| YTD | -24.3% | +134.8% | -159.1% | -51.0% |
| 1Y | -12.1% | +104.6% | -116.7% | -40.3% |
| 3Y | +91.1% | +152.8% | -61.8% | -0.1% |
| All | -29.3% | -17.6% | -11.7% | -12.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling