-9.5%
DASH vs BUD
+30.5%
-40.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.8% | -1.0% |
| 7D | -4.5% | +1.0% | -5.6% | -4.9% |
| 30D | -6.8% | +6.7% | -13.5% | -9.0% |
| 3M | -20.7% | +5.7% | -26.4% | -22.4% |
| 6M | +15.1% | +5.8% | +9.2% | +12.2% |
| YTD | -24.3% | +34.4% | -58.7% | -33.9% |
| 1Y | -12.1% | +33.3% | -45.4% | -23.2% |
| 3Y | +91.1% | +48.8% | +42.2% | +52.5% |
| 5Y | -30.3% | +52.5% | -82.8% | -47.7% |
| All | -9.5% | +30.5% | -40.0% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BUD.
Daily Out/Under-Performance
Portfolio return minus BUD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BUD 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 BUD 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