-7.0%
DASH vs BG
+21.4%
-28.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +0.4% | +2.5% | -2.2% | +0.2% |
| 30D | -6.0% | -6.1% | 0.0% | -5.7% |
| 3M | -15.8% | -8.5% | -7.2% | -15.3% |
| 6M | +7.0% | -20.4% | +27.4% | +8.9% |
| YTD | -20.7% | +13.3% | -33.9% | -24.2% |
| 1Y | -8.5% | +7.3% | -15.8% | -11.8% |
| 3Y | +101.8% | +2.6% | +99.2% | +92.7% |
| All | -7.0% | +21.4% | -28.4% | -20.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling