+143.9%
DASH vs BKR
+82.1%
+61.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.7% | -6.0% | -5.5% |
| 7D | -11.2% | +0.4% | -11.6% | -11.2% |
| 30D | -7.3% | +3.9% | -11.2% | -8.0% |
| 3M | +31.4% | -1.1% | +32.5% | +31.6% |
| 6M | +11.9% | +7.6% | +4.2% | +8.9% |
| YTD | -11.5% | +41.9% | -53.4% | -20.8% |
| 1Y | -20.0% | +42.2% | -62.3% | -28.9% |
| 3Y | +143.9% | +84.3% | +59.7% | +100.4% |
| All | +143.9% | +82.1% | +61.8% | +100.4% |
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