-20.0%
DASH vs BG
+50.6%
-70.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +4.4% | -9.7% | -4.5% |
| 7D | -11.2% | +2.4% | -13.5% | -10.7% |
| 30D | -7.3% | +15.0% | -22.3% | -4.6% |
| 3M | +31.4% | -0.7% | +32.1% | +32.3% |
| 6M | +11.9% | +7.5% | +4.4% | +12.9% |
| YTD | -11.5% | +41.6% | -53.1% | -12.4% |
| 1Y | -20.0% | +50.7% | -70.7% | -20.9% |
| All | -20.0% | +50.6% | -70.7% | -20.9% |
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