+11.7%
DASH vs BKR
+222.0%
-210.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.6% |
| 7D | -10.6% | +1.7% | -12.3% | -10.9% |
| 30D | +2.2% | +3.3% | -1.2% | +1.4% |
| 3M | +32.3% | -3.6% | +35.9% | +32.9% |
| 6M | +19.1% | +5.0% | +14.1% | +16.9% |
| YTD | -6.5% | +40.9% | -47.5% | -14.5% |
| 1Y | -14.9% | +39.2% | -54.1% | -22.2% |
| 3Y | +151.9% | +83.7% | +68.2% | +114.4% |
| 5Y | +9.4% | +207.5% | -198.1% | -16.0% |
| All | +11.7% | +222.0% | -210.3% | -9.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling