+4.1%
DASH vs BNY
+363.4%
-359.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.5% |
| 7D | -12.8% | +0.3% | -13.1% | -13.0% |
| 30D | -6.0% | +1.9% | -7.9% | -7.1% |
| 3M | +26.7% | +13.9% | +12.8% | +16.4% |
| 6M | +11.7% | +42.3% | -30.6% | -10.7% |
| YTD | -12.9% | +41.8% | -54.8% | -30.1% |
| 1Y | -23.1% | +57.9% | -81.1% | -42.4% |
| 3Y | +140.0% | +290.7% | -150.7% | +3.5% |
| 5Y | -5.1% | +252.3% | -257.3% | -59.5% |
| All | +4.1% | +363.4% | -359.3% | -57.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling