-4.5%
DASH vs BN
+101.1%
-105.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.8% | -3.1% | -2.2% |
| 7D | -4.8% | +3.6% | -8.4% | -7.1% |
| 30D | -7.9% | +15.9% | -23.8% | -17.4% |
| 3M | -16.3% | -2.3% | -14.0% | -14.6% |
| 6M | +10.4% | -8.4% | +18.8% | +17.8% |
| YTD | -20.1% | -5.9% | -14.2% | -17.6% |
| 1Y | -11.4% | -5.6% | -5.8% | -9.4% |
| 3Y | +114.1% | +104.2% | +9.9% | +3.7% |
| 5Y | -5.8% | +35.5% | -41.2% | -35.0% |
| All | -4.5% | +101.1% | -105.6% | -41.3% |
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