+7.4%
DASH vs PBR
+502.9%
-495.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.7% | -4.5% |
| 7D | -10.6% | +8.6% | -19.1% | -11.2% |
| 30D | +2.2% | +12.8% | -10.6% | +1.0% |
| 3M | +32.3% | +14.7% | +17.6% | +30.3% |
| 6M | +19.1% | +25.2% | -6.1% | +15.5% |
| YTD | -6.5% | +77.1% | -83.7% | -13.5% |
| 1Y | -14.9% | +69.6% | -84.5% | -20.9% |
| 3Y | +151.9% | +95.6% | +56.4% | +128.0% |
| All | +7.4% | +502.9% | -495.5% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling