+7.4%
DASH vs BBY
-0.2%
+7.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.2% | -7.8% | -6.1% |
| 7D | -10.6% | +9.5% | -20.1% | -14.5% |
| 30D | +2.2% | +6.8% | -4.7% | -1.5% |
| 3M | +32.3% | +28.9% | +3.4% | +16.3% |
| 6M | +19.1% | +37.8% | -18.7% | +0.1% |
| YTD | -6.5% | +38.7% | -45.3% | -22.4% |
| 1Y | -14.9% | +23.7% | -38.6% | -25.4% |
| 3Y | +151.9% | +39.1% | +112.8% | +81.0% |
| All | +7.4% | -0.2% | +7.7% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling