-20.0%
DASH vs BBY
+22.8%
-42.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.0% | -4.3% | -5.1% |
| 7D | -11.2% | +8.1% | -19.3% | -12.6% |
| 30D | -7.3% | +8.9% | -16.3% | -9.0% |
| 3M | +31.4% | +22.0% | +9.4% | +25.6% |
| 6M | +11.9% | +37.8% | -25.9% | +3.4% |
| YTD | -11.5% | +37.3% | -48.8% | -18.6% |
| 1Y | -20.0% | +21.6% | -41.6% | -23.0% |
| All | -20.0% | +22.8% | -42.9% | -23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling