-5.1%
DASH vs FDS
+4.0%
-9.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.5% | -8.9% | -9.2% |
| 7D | +0.5% | +6.4% | -5.9% | -2.2% |
| 30D | -7.1% | +25.2% | -32.2% | -16.4% |
| 3M | -13.2% | +22.9% | -36.1% | -21.9% |
| 6M | +8.3% | +56.5% | -48.2% | -15.4% |
| YTD | -20.6% | +19.0% | -39.5% | -28.9% |
| 1Y | -24.4% | +32.7% | -57.1% | -37.0% |
| 3Y | +94.5% | -20.4% | +114.9% | +116.1% |
| 5Y | -9.4% | -19.6% | +10.2% | -4.8% |
| All | -5.1% | +4.0% | -9.1% | -4.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling