-7.0%
DASH vs FDS
-22.8%
+15.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | +1.7% |
| 7D | +0.4% | -0.5% | +0.9% | +0.8% |
| 30D | -6.0% | +20.2% | -26.3% | -14.3% |
| 3M | -15.8% | +19.9% | -35.6% | -23.7% |
| 6M | +7.0% | +56.2% | -49.2% | -17.9% |
| YTD | -20.7% | +14.6% | -35.2% | -27.8% |
| 1Y | -8.5% | +31.6% | -40.1% | -25.1% |
| 3Y | +101.8% | -23.8% | +125.6% | +134.0% |
| All | -7.0% | -22.8% | +15.8% | +2.6% |
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