-17.2%
DASH vs BN
-3.9%
-13.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.1% | +2.3% | +4.8% |
| 7D | +17.2% | +12.0% | +5.2% | +10.3% |
| 30D | +3.6% | +17.0% | -13.5% | -4.6% |
| 3M | -1.9% | -3.2% | +1.4% | -1.6% |
| 6M | +15.1% | -3.9% | +18.9% | +15.1% |
| YTD | -12.3% | -5.6% | -6.7% | -13.4% |
| 1Y | -17.2% | -4.7% | -12.5% | -19.0% |
| All | -17.2% | -3.9% | -13.3% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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