-8.9%
DASH vs BAX
-63.2%
+54.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -0.9% | -2.6% |
| 7D | -4.1% | +0.4% | -4.4% | -4.2% |
| 30D | -10.6% | +3.4% | -14.0% | -11.6% |
| 3M | -18.8% | -4.5% | -14.3% | -17.9% |
| 6M | +11.2% | +44.0% | -32.8% | +0.5% |
| YTD | -23.8% | +34.9% | -58.7% | -30.5% |
| 1Y | -12.2% | +37.9% | -50.1% | -20.5% |
| 3Y | +97.3% | -17.1% | +114.4% | +97.7% |
| 5Y | -29.8% | -64.3% | +34.4% | -12.2% |
| All | -8.9% | -63.2% | +54.3% | +7.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 BAX 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