+5.8%
DASH vs BR
+26.8%
-21.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.5% | -2.9% | -3.5% |
| 7D | -11.2% | -5.9% | -5.2% | -7.1% |
| 30D | -7.3% | +1.9% | -9.2% | -8.8% |
| 3M | +31.4% | +14.7% | +16.8% | +17.6% |
| 6M | +11.9% | -12.8% | +24.6% | +22.8% |
| YTD | -11.5% | -23.0% | +11.5% | +6.1% |
| 1Y | -20.0% | -31.7% | +11.7% | +5.1% |
| 3Y | +143.9% | -4.8% | +148.7% | +133.8% |
| 5Y | -0.2% | +7.8% | -8.1% | -22.7% |
| All | +5.8% | +26.8% | -21.1% | -25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 10y: compounded portfolio wealth divided by compounded BR 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…
10y analysis · Full analysis span regression · 6 months rolling