+4.8%
DASH vs FAST
+150.2%
-145.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FAST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.7% | +6.6% | +7.3% |
| 7D | +17.2% | +3.4% | +13.7% | +14.9% |
| 30D | +3.6% | +5.5% | -1.9% | 0.0% |
| 3M | -1.9% | +7.6% | -9.5% | -6.7% |
| 6M | +15.1% | +19.8% | -4.7% | +1.5% |
| YTD | -12.3% | +35.5% | -47.8% | -30.3% |
| 1Y | -17.2% | +31.6% | -48.8% | -32.7% |
| 3Y | +114.7% | +91.0% | +23.7% | +22.7% |
| 5Y | -4.3% | +105.1% | -109.4% | -49.9% |
| All | +4.8% | +150.2% | -145.4% | -50.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling