-12.7%
DASH vs BP
+28.1%
-40.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -2.8% | -6.3% | +3.6% | -5.0% |
| 30D | -9.3% | -3.6% | -5.7% | -10.4% |
| 3M | -15.1% | +5.2% | -20.3% | -13.5% |
| 6M | +8.7% | +5.3% | +3.4% | +11.3% |
| YTD | -21.3% | +33.1% | -54.4% | -17.9% |
| 1Y | -12.7% | +26.3% | -38.9% | -5.3% |
| All | -12.7% | +28.1% | -40.7% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BP.
Daily Out/Under-Performance
Portfolio return minus BP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BP 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 1y: compounded portfolio wealth divided by compounded BP 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…
1y analysis · Full analysis span regression · 6 months rolling