+7.4%
DASH vs BB
-30.6%
+38.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.6% |
| 7D | -10.6% | -5.6% | -4.9% | -8.8% |
| 30D | +2.2% | -11.8% | +14.0% | +6.0% |
| 3M | +32.3% | -25.5% | +57.8% | +41.6% |
| 6M | +19.1% | +121.3% | -102.1% | -18.7% |
| YTD | -6.5% | +103.2% | -109.7% | -34.0% |
| 1Y | -14.9% | +102.6% | -117.5% | -40.7% |
| 3Y | +151.9% | +37.5% | +114.4% | +89.5% |
| All | +7.4% | -30.6% | +38.0% | +3.8% |
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 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