+6.6%
DASH vs BRKR
-0.5%
+7.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -4.6% | -8.7% | +4.0% | -1.4% |
| 30D | -5.0% | -9.9% | +4.9% | -1.6% |
| 3M | +30.6% | -3.1% | +33.7% | +28.0% |
| 6M | +19.2% | +45.5% | -26.3% | -4.3% |
| YTD | -10.8% | +13.7% | -24.5% | -20.7% |
| 1Y | -22.4% | +67.4% | -89.8% | -43.5% |
| 3Y | +142.5% | -13.2% | +155.7% | +116.6% |
| 5Y | -4.0% | -39.5% | +35.5% | +8.6% |
| All | +6.6% | -0.5% | +7.0% | -29.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BRKR.
Daily Out/Under-Performance
Portfolio return minus BRKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRKR 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 BRKR 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