+7.4%
DASH vs FAST
+100.5%
-93.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.8% | -5.4% | -5.1% |
| 7D | -10.6% | -0.4% | -10.2% | -10.4% |
| 30D | +2.2% | -0.8% | +2.9% | +2.4% |
| 3M | +32.3% | +5.8% | +26.5% | +26.6% |
| 6M | +19.1% | +8.0% | +11.1% | +11.2% |
| YTD | -6.5% | +25.6% | -32.1% | -22.5% |
| 1Y | -14.9% | +0.8% | -15.7% | -17.2% |
| 3Y | +151.9% | +86.1% | +65.8% | +37.8% |
| All | +7.4% | +100.5% | -93.1% | -47.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling