+153.0%
DASH vs FAST
+86.1%
+66.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -4.9% |
| 7D | -10.6% | -0.4% | -10.2% | -10.5% |
| 30D | +2.2% | -0.8% | +2.9% | +2.3% |
| 3M | +32.3% | +5.8% | +26.5% | +29.2% |
| 6M | +19.1% | +8.0% | +11.1% | +14.7% |
| YTD | -6.5% | +25.6% | -32.1% | -15.9% |
| 1Y | -14.9% | +0.8% | -15.7% | -15.8% |
| All | +153.0% | +86.1% | +66.9% | +90.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling