+153.0%
DASH vs BG
+12.6%
+140.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.5% | -4.7% |
| 7D | -10.6% | +2.8% | -13.4% | -10.4% |
| 30D | +2.2% | +12.0% | -9.9% | +2.8% |
| 3M | +32.3% | -7.7% | +40.0% | +32.4% |
| 6M | +19.1% | +4.5% | +14.6% | +19.0% |
| YTD | -6.5% | +35.7% | -42.2% | -7.8% |
| 1Y | -14.9% | +50.1% | -65.0% | -16.6% |
| All | +153.0% | +12.6% | +140.4% | +146.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling