-9.5%
DASH vs BG
+91.0%
-100.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -0.8% |
| 7D | -4.5% | +2.6% | -7.1% | -4.7% |
| 30D | -6.8% | -6.7% | -0.1% | -6.3% |
| 3M | -20.7% | -9.3% | -11.4% | -20.2% |
| 6M | +15.1% | -18.3% | +33.4% | +16.9% |
| YTD | -24.3% | +16.2% | -40.5% | -27.5% |
| 1Y | -12.1% | +7.6% | -19.7% | -14.8% |
| 3Y | +91.1% | +6.6% | +84.5% | +82.2% |
| 5Y | -30.3% | +22.2% | -52.5% | -36.6% |
| All | -9.5% | +91.0% | -100.5% | -18.8% |
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