-8.9%
DASH vs BR
+44.0%
-53.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.7% |
| 7D | -4.1% | -1.3% | -2.8% | -3.2% |
| 30D | -10.6% | +13.7% | -24.3% | -18.5% |
| 3M | -18.8% | +13.8% | -32.6% | -26.2% |
| 6M | +11.2% | +29.7% | -18.5% | -9.1% |
| YTD | -23.8% | -12.6% | -11.2% | -16.9% |
| 1Y | -12.2% | -12.4% | +0.3% | -4.5% |
| 3Y | +97.3% | +14.1% | +83.2% | +63.3% |
| 5Y | -29.8% | +18.7% | -48.5% | -49.7% |
| All | -8.9% | +44.0% | -53.0% | -41.4% |
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