-8.9%
DASH vs BBY
+29.8%
-38.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.5% | -2.4% |
| 7D | -4.1% | +4.0% | -8.1% | -5.9% |
| 30D | -10.6% | +17.6% | -28.2% | -16.9% |
| 3M | -18.8% | +25.9% | -44.7% | -27.3% |
| 6M | +11.2% | +85.1% | -73.9% | -18.1% |
| YTD | -23.8% | +60.6% | -84.4% | -40.6% |
| 1Y | -12.2% | +40.2% | -52.3% | -27.0% |
| 3Y | +97.3% | +86.6% | +10.7% | +22.3% |
| 5Y | -29.8% | -3.7% | -26.1% | -39.5% |
| All | -8.9% | +29.8% | -38.8% | -26.8% |
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