-24.4%
DASH vs FAST
+31.1%
-55.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.6% | -8.8% | -9.3% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | -7.1% | +4.6% | -11.7% | -7.9% |
| 3M | -13.2% | +6.4% | -19.6% | -14.4% |
| 6M | +8.3% | +20.6% | -12.3% | +3.4% |
| YTD | -20.6% | +34.7% | -55.2% | -32.3% |
| 1Y | -24.4% | +29.7% | -54.1% | -31.1% |
| All | -24.4% | +31.1% | -55.5% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FAST.
Daily Out/Under-Performance
Portfolio return minus FAST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FAST 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 FAST 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