+5.8%
DASH vs BBY
+11.0%
-5.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -4.9% |
| 7D | -11.2% | +8.1% | -19.3% | -14.4% |
| 30D | -7.3% | +8.9% | -16.3% | -11.2% |
| 3M | +31.4% | +22.0% | +9.4% | +19.1% |
| 6M | +11.9% | +37.8% | -25.9% | -5.5% |
| YTD | -11.5% | +37.3% | -48.8% | -25.7% |
| 1Y | -20.0% | +21.6% | -41.6% | -29.1% |
| 3Y | +143.9% | +41.5% | +102.4% | +77.2% |
| 5Y | -0.2% | +1.2% | -1.5% | -13.2% |
| All | +5.8% | +11.0% | -5.2% | -8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BBY.
Daily Out/Under-Performance
Portfolio return minus BBY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBY 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 BBY 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