-29.3%
DASH vs BAX
-64.2%
+34.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.7% |
| 7D | -4.5% | +0.1% | -4.6% | -4.6% |
| 30D | -6.8% | +4.1% | -10.9% | -7.9% |
| 3M | -20.7% | -4.5% | -16.1% | -19.8% |
| 6M | +15.1% | +49.2% | -34.2% | +2.9% |
| YTD | -24.3% | +35.2% | -59.5% | -31.1% |
| 1Y | -12.1% | +38.3% | -50.4% | -20.6% |
| 3Y | +91.1% | -19.0% | +110.1% | +93.0% |
| All | -29.3% | -64.2% | +34.9% | -15.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling