+92.2%
DASH vs BKR
+51.5%
+40.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -3.0% |
| 7D | -4.1% | +6.3% | -10.3% | -4.9% |
| 30D | -10.6% | -13.0% | +2.4% | -9.0% |
| 3M | -18.8% | -23.6% | +4.8% | -15.7% |
| 6M | +11.2% | -24.5% | +35.7% | +15.5% |
| YTD | -23.8% | +9.0% | -32.8% | -28.9% |
| 1Y | -12.2% | +4.4% | -16.6% | -17.2% |
| All | +92.2% | +51.5% | +40.8% | +63.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BKR.
Daily Out/Under-Performance
Portfolio return minus BKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BKR 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 BKR 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