-0.2%
DASH vs BNY
+251.9%
-252.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -1.2% | -4.1% | -4.5% |
| 7D | -11.2% | +1.5% | -12.6% | -12.0% |
| 30D | -7.3% | +3.3% | -10.6% | -9.5% |
| 3M | +31.4% | +15.3% | +16.1% | +18.2% |
| 6M | +11.9% | +42.5% | -30.6% | -13.7% |
| YTD | -11.5% | +42.0% | -53.5% | -31.4% |
| 1Y | -20.0% | +59.3% | -79.3% | -43.1% |
| 3Y | +143.9% | +291.2% | -147.3% | -11.2% |
| 5Y | -0.2% | +252.1% | -252.3% | -64.5% |
| All | -0.2% | +251.9% | -252.1% | -64.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling