-21.9%
DASH vs FANG
+53.5%
-75.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.6% | +2.3% |
| 7D | -9.4% | +1.2% | -10.7% | -9.2% |
| 30D | -5.2% | +2.4% | -7.6% | -4.5% |
| 3M | +33.1% | +5.1% | +28.1% | +35.7% |
| 6M | +18.3% | +16.4% | +1.9% | +22.0% |
| YTD | -11.2% | +39.0% | -50.2% | -6.5% |
| 1Y | -21.9% | +50.6% | -72.5% | -17.2% |
| All | -21.9% | +53.5% | -75.5% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 FANG 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