-17.2%
DASH vs IDXX
-2.6%
-14.6%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.9% | +4.4% | +6.7% |
| 7D | +17.2% | +24.1% | -6.9% | +6.9% |
| 30D | +3.6% | +32.5% | -29.0% | -8.6% |
| 3M | -1.9% | +18.8% | -20.7% | -8.7% |
| 6M | +15.1% | +24.0% | -9.0% | +4.4% |
| YTD | -12.3% | +3.3% | -15.6% | -18.5% |
| 1Y | -17.2% | -3.3% | -14.0% | -23.7% |
| All | -17.2% | -2.6% | -14.6% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling