-5.2%
DASH vs PBR
+492.0%
-497.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | 0.0% |
| 7D | +0.4% | -16.0% | +16.3% | +2.5% |
| 30D | -6.0% | -22.8% | +16.7% | -3.1% |
| 3M | -15.8% | +3.0% | -18.7% | -16.6% |
| 6M | +7.0% | -8.1% | +15.0% | +7.5% |
| YTD | -20.7% | +63.1% | -83.8% | -28.2% |
| 1Y | -8.5% | +59.3% | -67.8% | -16.9% |
| 3Y | +101.8% | +66.1% | +35.7% | +79.3% |
| 5Y | -9.6% | +495.8% | -505.4% | -40.4% |
| All | -5.2% | +492.0% | -497.2% | -40.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling