+101.8%
DASH vs BIL
+13.1%
+88.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BIL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +0.4% | -0.3% | +0.6% | -0.1% |
| 30D | -6.0% | 0.0% | -6.0% | -8.0% |
| 3M | -15.8% | +0.3% | -16.1% | -19.0% |
| 6M | +7.0% | +1.2% | +5.7% | -1.9% |
| YTD | -20.7% | +2.5% | -23.1% | -32.0% |
| 1Y | -8.5% | +3.0% | -11.6% | -23.7% |
| 3Y | +101.8% | +13.2% | +88.6% | +82.5% |
| All | +101.8% | +13.1% | +88.6% | +82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BIL.
Daily Out/Under-Performance
Portfolio return minus BIL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIL 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 BIL 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