-5.1%
DASH vs BP
+169.4%
-174.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.0% | -7.4% | -9.2% |
| 7D | +0.5% | -11.2% | +11.7% | +1.6% |
| 30D | -7.1% | -0.7% | -6.4% | -7.3% |
| 3M | -13.2% | +9.8% | -23.0% | -14.6% |
| 6M | +8.3% | -1.6% | +9.9% | +7.9% |
| YTD | -20.6% | +33.5% | -54.0% | -25.5% |
| 1Y | -24.4% | +31.7% | -56.1% | -29.0% |
| 3Y | +94.5% | +45.1% | +49.4% | +76.8% |
| 5Y | -9.4% | +105.9% | -115.4% | -22.0% |
| All | -5.1% | +169.4% | -174.5% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling