-14.9%
DASH vs IDXX
-16.0%
+1.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.2% | -5.8% | -5.0% |
| 7D | -10.6% | -3.5% | -7.0% | -9.5% |
| 30D | +2.2% | -8.4% | +10.6% | +5.0% |
| 3M | +32.3% | -5.2% | +37.5% | +34.2% |
| 6M | +19.1% | -17.5% | +36.6% | +22.0% |
| YTD | -6.5% | -20.9% | +14.4% | -4.6% |
| 1Y | -14.9% | -16.4% | +1.5% | -11.7% |
| All | -14.9% | -16.0% | +1.2% | -11.7% |
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