+101.8%
DASH vs BDX
+10.6%
+91.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.6% | +0.1% |
| 7D | +0.4% | +7.1% | -6.7% | -1.4% |
| 30D | -6.0% | +17.6% | -23.7% | -9.8% |
| 3M | -15.8% | +20.4% | -36.1% | -19.5% |
| 6M | +7.0% | +48.3% | -41.3% | -2.3% |
| YTD | -20.7% | +41.6% | -62.2% | -27.0% |
| 1Y | -8.5% | +55.7% | -64.3% | -17.3% |
| 3Y | +101.8% | +10.6% | +91.2% | +93.9% |
| All | +101.8% | +10.6% | +91.1% | +93.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling