+143.9%
DASH vs BNY
+290.9%
-147.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.1% | -4.6% |
| 7D | -11.2% | +1.5% | -12.6% | -11.9% |
| 30D | -7.3% | +3.3% | -10.6% | -9.1% |
| 3M | +31.4% | +15.3% | +16.1% | +19.8% |
| 6M | +11.9% | +42.5% | -30.6% | -11.4% |
| YTD | -11.5% | +42.0% | -53.5% | -29.4% |
| 1Y | -20.0% | +59.3% | -79.3% | -40.8% |
| 3Y | +143.9% | +291.2% | -147.3% | -2.9% |
| All | +143.9% | +290.9% | -147.0% | -2.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling