+101.8%
DASH vs BR
+13.3%
+88.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.8% |
| 7D | +0.4% | +6.5% | -6.1% | -2.8% |
| 30D | -6.0% | +18.9% | -25.0% | -13.8% |
| 3M | -15.8% | +16.3% | -32.0% | -21.9% |
| 6M | +7.0% | +26.2% | -19.2% | -5.2% |
| YTD | -20.7% | -13.1% | -7.6% | -16.6% |
| 1Y | -8.5% | -10.5% | +1.9% | -5.5% |
| 3Y | +101.8% | +13.3% | +88.4% | +71.0% |
| All | +101.8% | +13.3% | +88.5% | +71.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling