+6.6%
DASH vs IDXX
+10.0%
-3.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.7% |
| 7D | -4.6% | -5.7% | +1.1% | -1.1% |
| 30D | -5.0% | -11.5% | +6.6% | +2.3% |
| 3M | +30.6% | -9.5% | +40.2% | +38.4% |
| 6M | +19.2% | -16.0% | +35.1% | +32.0% |
| YTD | -10.8% | -25.4% | +14.6% | +5.8% |
| 1Y | -22.4% | -21.8% | -0.6% | -12.6% |
| 3Y | +142.5% | +7.0% | +135.4% | +95.1% |
| 5Y | -4.0% | -26.0% | +22.0% | -3.4% |
| All | +6.6% | +10.0% | -3.4% | -25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling