-7.0%
DASH vs BP
+103.6%
-110.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.2% | -0.1% |
| 7D | +0.4% | -11.6% | +12.0% | +1.7% |
| 30D | -6.0% | 0.0% | -6.1% | -6.4% |
| 3M | -15.8% | +6.7% | -22.5% | -17.0% |
| 6M | +7.0% | +2.2% | +4.8% | +5.8% |
| YTD | -20.7% | +33.0% | -53.6% | -26.6% |
| 1Y | -8.5% | +30.7% | -39.3% | -15.1% |
| 3Y | +101.8% | +44.2% | +57.6% | +79.6% |
| All | -7.0% | +103.6% | -110.6% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling