-29.3%
DASH vs FDS
-23.2%
-6.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.3% | -0.9% | -0.8% |
| 7D | -4.5% | +1.5% | -6.0% | -5.2% |
| 30D | -6.8% | +14.8% | -21.6% | -12.9% |
| 3M | -20.7% | +16.3% | -37.0% | -27.0% |
| 6M | +15.1% | +66.2% | -51.2% | -14.5% |
| YTD | -24.3% | +16.2% | -40.5% | -31.6% |
| 1Y | -12.1% | +21.8% | -34.0% | -23.8% |
| 3Y | +91.1% | -23.9% | +114.9% | +123.1% |
| All | -29.3% | -23.2% | -6.1% | -23.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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