+102.1%
DASH vs BUD
+51.6%
+50.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BUD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.8% | -11.2% | -9.6% |
| 7D | +0.5% | +7.1% | -6.6% | -0.1% |
| 30D | -7.1% | +12.7% | -19.7% | -7.9% |
| 3M | -13.2% | 0.0% | -13.2% | -13.4% |
| 6M | +8.3% | +7.6% | +0.7% | +7.6% |
| YTD | -20.6% | +35.0% | -55.6% | -23.2% |
| 1Y | -24.4% | +37.6% | -62.0% | -27.2% |
| All | +102.1% | +51.6% | +50.5% | +84.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling