-5.1%
DASH vs BIYA
-99.9%
+94.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.6% | +0.7% |
| 7D | -4.8% | -7.8% | +3.0% | -4.9% |
| 30D | -7.9% | -38.5% | +30.6% | -8.3% |
| 3M | -16.3% | -59.5% | +43.2% | -16.8% |
| 6M | +10.4% | -89.2% | +99.6% | +9.3% |
| YTD | -20.1% | -97.1% | +77.0% | -21.7% |
| 1Y | -11.4% | -99.0% | +87.6% | -16.4% |
| All | -5.1% | -99.9% | +94.8% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside BIYA.
Daily Out/Under-Performance
Portfolio return minus BIYA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIYA 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 BIYA 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