+5.8%
DASH vs BDX
+6.9%
-1.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.1% | -2.3% | -4.4% |
| 7D | -11.2% | -4.3% | -6.9% | -10.0% |
| 30D | -7.3% | +1.3% | -8.6% | -7.6% |
| 3M | +31.4% | +20.2% | +11.2% | +24.8% |
| 6M | +11.9% | +8.6% | +3.3% | +9.0% |
| YTD | -11.5% | +19.0% | -30.5% | -15.9% |
| 1Y | -20.0% | +21.2% | -41.2% | -24.5% |
| 3Y | +143.9% | -9.7% | +153.6% | +148.2% |
| 5Y | -0.2% | -3.4% | +3.2% | -2.0% |
| All | +5.8% | +6.9% | -1.1% | -9.7% |
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