+11.7%
DASH vs BNY
+369.6%
-357.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.3% | -4.9% | -4.8% |
| 7D | -10.6% | +1.4% | -12.0% | -11.3% |
| 30D | +2.2% | +3.8% | -1.7% | -0.2% |
| 3M | +32.3% | +14.9% | +17.4% | +20.9% |
| 6M | +19.1% | +40.3% | -21.2% | -4.0% |
| YTD | -6.5% | +43.8% | -50.3% | -25.6% |
| 1Y | -14.9% | +58.9% | -73.8% | -36.4% |
| 3Y | +151.9% | +290.4% | -138.5% | +8.6% |
| 5Y | +9.4% | +250.1% | -240.6% | -53.6% |
| All | +11.7% | +369.6% | -357.9% | -54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling