-5.1%
DASH vs BB
-2.1%
-3.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.5% | -4.9% | -8.3% |
| 7D | +0.5% | -8.9% | +9.4% | +2.7% |
| 30D | -7.1% | -12.6% | +5.6% | -4.8% |
| 3M | -13.2% | -4.1% | -9.1% | -13.9% |
| 6M | +8.3% | +49.5% | -41.2% | -7.2% |
| YTD | -20.6% | +120.8% | -141.4% | -39.1% |
| 1Y | -24.4% | +76.2% | -100.6% | -38.7% |
| 3Y | +94.5% | +123.8% | -29.3% | +36.7% |
| 5Y | -9.4% | -24.3% | +14.8% | -22.9% |
| All | -5.1% | -2.1% | -3.0% | -25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling