-5.2%
DASH vs BBY
+25.1%
-30.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +0.4% | +4.2% | -3.8% | -1.3% |
| 30D | -6.0% | +17.8% | -23.8% | -12.7% |
| 3M | -15.8% | +25.8% | -41.6% | -24.5% |
| 6M | +7.0% | +73.8% | -66.9% | -18.9% |
| YTD | -20.7% | +54.7% | -75.4% | -37.0% |
| 1Y | -8.5% | +33.4% | -41.9% | -22.1% |
| 3Y | +101.8% | +72.2% | +29.6% | +31.3% |
| 5Y | -9.6% | -2.5% | -7.1% | -21.9% |
| All | -5.2% | +25.1% | -30.3% | -22.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling