+123.0%
DASH vs FAST
+92.6%
+30.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.7% | +6.6% | +7.8% |
| 7D | +17.2% | +3.4% | +13.7% | +16.0% |
| 30D | +3.6% | +5.5% | -1.9% | +1.6% |
| 3M | -1.9% | +7.6% | -9.5% | -4.5% |
| 6M | +15.1% | +19.8% | -4.7% | +7.3% |
| YTD | -12.3% | +35.5% | -47.8% | -23.2% |
| 1Y | -17.2% | +31.6% | -48.8% | -26.5% |
| All | +123.0% | +92.6% | +30.4% | +60.0% |
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