-7.0%
DASH vs BAX
-63.7%
+56.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.7% | -0.3% |
| 7D | +0.4% | +12.1% | -11.8% | -2.6% |
| 30D | -6.0% | +7.6% | -13.6% | -8.1% |
| 3M | -15.8% | -4.5% | -11.3% | -14.9% |
| 6M | +7.0% | +52.0% | -45.1% | -5.0% |
| YTD | -20.7% | +35.1% | -55.8% | -27.9% |
| 1Y | -8.5% | +43.7% | -52.3% | -18.4% |
| 3Y | +101.8% | -20.9% | +122.7% | +105.6% |
| All | -7.0% | -63.7% | +56.7% | +10.7% |
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 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