-5.1%
DASH vs BAX
-63.3%
+58.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.2% | -6.2% | -8.5% |
| 7D | +0.5% | +9.1% | -8.6% | -1.7% |
| 30D | -7.1% | +5.3% | -12.4% | -8.5% |
| 3M | -13.2% | -6.1% | -7.1% | -11.9% |
| 6M | +8.3% | +53.3% | -45.0% | -3.8% |
| YTD | -20.6% | +34.4% | -55.0% | -27.5% |
| 1Y | -24.4% | +43.2% | -67.6% | -32.3% |
| 3Y | +94.5% | -20.1% | +114.7% | +97.3% |
| 5Y | -9.4% | -63.7% | +54.3% | +13.0% |
| All | -5.1% | -63.3% | +58.3% | +12.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling