+29.2%
DASH vs BBAI
-79.3%
+108.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -10.0% | +6.8% | -2.9% |
| 7D | -4.1% | -6.8% | +2.7% | -3.9% |
| 30D | -10.6% | -13.4% | +2.8% | -10.2% |
| 3M | -18.8% | -36.5% | +17.7% | -17.7% |
| 6M | +11.2% | -50.6% | +61.8% | +13.4% |
| YTD | -23.8% | -61.7% | +37.9% | -21.9% |
| 1Y | -12.2% | -71.1% | +59.0% | -9.5% |
| 3Y | +97.3% | +32.7% | +64.6% | +93.7% |
| 5Y | -29.8% | -79.2% | +49.4% | -29.2% |
| All | +29.2% | -79.3% | +108.5% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBAI.
Daily Out/Under-Performance
Portfolio return minus BBAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBAI 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 10y: compounded portfolio wealth divided by compounded BBAI 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…
10y analysis · Full analysis span regression · 6 months rolling