+6.1%
DASH vs BRKR
-0.2%
+6.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.5% |
| 7D | -9.4% | -9.8% | +0.4% | -5.9% |
| 30D | -5.2% | -6.1% | +0.9% | -3.4% |
| 3M | +33.1% | -2.4% | +35.5% | +30.1% |
| 6M | +18.3% | +46.7% | -28.4% | -5.3% |
| YTD | -11.2% | +14.0% | -25.2% | -21.2% |
| 1Y | -21.9% | +76.5% | -98.4% | -44.6% |
| 3Y | +144.7% | -11.7% | +156.4% | +115.5% |
| 5Y | -4.4% | -39.3% | +34.9% | +8.0% |
| All | +6.1% | -0.2% | +6.3% | -30.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling