-17.2%
DASH vs BG
+7.2%
-24.4%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.4% | +5.9% | +9.1% |
| 7D | +17.2% | -3.8% | +20.9% | +15.8% |
| 30D | +3.6% | -9.6% | +13.2% | +0.5% |
| 3M | -1.9% | -8.5% | +6.7% | -3.9% |
| 6M | +15.1% | -23.0% | +38.1% | +7.3% |
| YTD | -12.3% | +10.9% | -23.2% | -16.6% |
| 1Y | -17.2% | +6.0% | -23.2% | -19.7% |
| All | -17.2% | +7.2% | -24.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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