-6.2%
DASH vs IDXX
-24.2%
+18.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.0% |
| 7D | -12.8% | -4.4% | -8.4% | -10.4% |
| 30D | -6.0% | -13.5% | +7.5% | +2.4% |
| 3M | +26.7% | -11.0% | +37.7% | +35.5% |
| 6M | +11.7% | -15.6% | +27.3% | +23.3% |
| YTD | -12.9% | -23.9% | +10.9% | +1.7% |
| 1Y | -23.1% | -21.4% | -1.7% | -13.8% |
| 3Y | +140.0% | +10.6% | +129.4% | +88.0% |
| All | -6.2% | -24.2% | +18.0% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling