-4.5%
DASH vs BG
+90.1%
-94.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.1% | -1.4% | +0.5% |
| 7D | -4.8% | +7.4% | -12.2% | -5.3% |
| 30D | -7.9% | -1.5% | -6.4% | -7.9% |
| 3M | -16.3% | -6.1% | -10.3% | -16.1% |
| 6M | +10.4% | -18.0% | +28.4% | +12.1% |
| YTD | -20.1% | +15.6% | -35.7% | -23.5% |
| 1Y | -11.4% | +9.6% | -21.0% | -14.5% |
| 3Y | +114.1% | +6.3% | +107.8% | +104.2% |
| 5Y | -5.8% | +24.6% | -30.3% | -14.5% |
| All | -4.5% | +90.1% | -94.6% | -14.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling