-4.5%
DASH vs BDX
+29.2%
-33.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.2% |
| 7D | -4.8% | +8.4% | -13.2% | -7.1% |
| 30D | -7.9% | +17.1% | -25.1% | -12.2% |
| 3M | -16.3% | +22.4% | -38.7% | -21.2% |
| 6M | +10.4% | +45.9% | -35.5% | -1.2% |
| YTD | -20.1% | +43.8% | -63.9% | -28.3% |
| 1Y | -11.4% | +57.8% | -69.2% | -22.6% |
| 3Y | +114.1% | +25.4% | +88.7% | +95.7% |
| 5Y | -5.8% | +26.0% | -31.7% | -14.0% |
| All | -4.5% | +29.2% | -33.7% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BDX.
Daily Out/Under-Performance
Portfolio return minus BDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BDX 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 BDX 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