+5.8%
DASH vs PBR
+565.5%
-559.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +3.5% | -8.9% | -5.8% |
| 7D | -11.2% | +2.5% | -13.6% | -11.5% |
| 30D | -7.3% | +19.4% | -26.7% | -9.6% |
| 3M | +31.4% | +20.8% | +10.7% | +27.5% |
| 6M | +11.9% | +23.5% | -11.6% | +7.5% |
| YTD | -11.5% | +83.4% | -94.9% | -20.8% |
| 1Y | -20.0% | +77.6% | -97.6% | -28.1% |
| 3Y | +143.9% | +99.9% | +44.1% | +111.6% |
| 5Y | -0.2% | +567.7% | -568.0% | -35.4% |
| All | +5.8% | +565.5% | -559.8% | -34.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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