-5.7%
DASH vs BIYA
-99.9%
+94.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BIYA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.1% |
| 7D | +0.4% | -10.5% | +10.9% | +0.3% |
| 30D | -6.0% | -51.7% | +45.7% | -6.6% |
| 3M | -15.8% | -60.8% | +45.0% | -16.2% |
| 6M | +7.0% | -90.6% | +97.6% | +5.4% |
| YTD | -20.7% | -97.1% | +76.5% | -22.2% |
| 1Y | -8.5% | -99.1% | +90.5% | -13.9% |
| All | -5.7% | -99.9% | +94.1% | -6.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling