+101.8%
DASH vs BP
+42.8%
+59.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +0.4% | -11.6% | +12.0% | +0.2% |
| 30D | -6.0% | 0.0% | -6.1% | -6.4% |
| 3M | -15.8% | +6.7% | -22.5% | -16.2% |
| 6M | +7.0% | +2.2% | +4.8% | +6.7% |
| YTD | -20.7% | +33.0% | -53.6% | -25.2% |
| 1Y | -8.5% | +30.7% | -39.3% | -13.5% |
| 3Y | +101.8% | +44.2% | +57.6% | +80.4% |
| All | +101.8% | +42.8% | +59.0% | +80.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling