-12.1%
DASH vs BIYA
-98.3%
+86.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -4.5% | +9.0% | -13.6% | -4.6% |
| 30D | -6.8% | -12.9% | +6.2% | -6.8% |
| 3M | -20.7% | -54.7% | +34.0% | -20.6% |
| 6M | +15.1% | -85.1% | +100.1% | +14.4% |
| YTD | -24.3% | -96.9% | +72.6% | -24.5% |
| 1Y | -12.1% | -98.5% | +86.4% | -4.1% |
| All | -12.1% | -98.3% | +86.2% | -4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling