-4.5%
DASH vs BAX
-62.3%
+57.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.7% | +0.1% |
| 7D | -4.8% | +9.0% | -13.8% | -6.9% |
| 30D | -7.9% | +8.5% | -16.4% | -10.1% |
| 3M | -16.3% | -4.1% | -12.2% | -15.6% |
| 6M | +10.4% | +46.9% | -36.5% | -0.8% |
| YTD | -20.1% | +38.4% | -58.5% | -27.7% |
| 1Y | -11.4% | +47.0% | -58.4% | -21.2% |
| 3Y | +114.1% | -14.9% | +129.0% | +113.1% |
| 5Y | -5.8% | -62.5% | +56.8% | +16.6% |
| All | -4.5% | -62.3% | +57.7% | +12.2% |
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