-8.9%
DASH vs BN
+94.9%
-103.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -2.4% |
| 7D | -4.1% | -0.3% | -3.8% | -3.9% |
| 30D | -10.6% | +13.6% | -24.2% | -18.6% |
| 3M | -18.8% | -6.7% | -12.1% | -14.2% |
| 6M | +11.2% | -9.0% | +20.2% | +19.2% |
| YTD | -23.8% | -8.8% | -15.0% | -19.4% |
| 1Y | -12.2% | -10.6% | -1.6% | -6.2% |
| 3Y | +97.3% | +98.8% | -1.5% | -2.5% |
| 5Y | -29.8% | +33.6% | -63.5% | -50.7% |
| All | -8.9% | +94.9% | -103.8% | -42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling