+6.1%
DASH vs BNY
+363.6%
-357.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | -9.4% | -1.1% | -8.4% | -8.9% |
| 30D | -5.2% | +1.4% | -6.6% | -6.0% |
| 3M | +33.1% | +16.8% | +16.3% | +20.4% |
| 6M | +18.3% | +42.0% | -23.7% | -5.3% |
| YTD | -11.2% | +41.9% | -53.2% | -28.8% |
| 1Y | -21.9% | +59.2% | -81.1% | -41.7% |
| 3Y | +144.7% | +290.9% | -146.3% | +5.5% |
| 5Y | -4.4% | +259.0% | -263.5% | -59.3% |
| All | +6.1% | +363.6% | -357.6% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BNY.
Daily Out/Under-Performance
Portfolio return minus BNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BNY 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded BNY 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling