-8.5%
DASH vs FE
+5.1%
-13.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.2% |
| 7D | +0.4% | -1.0% | +1.4% | +0.3% |
| 30D | -6.0% | +4.1% | -10.2% | -5.5% |
| 3M | -15.8% | -1.0% | -14.7% | -16.4% |
| 6M | +7.0% | +4.0% | +3.0% | +8.6% |
| YTD | -20.7% | +6.8% | -27.5% | -15.2% |
| 1Y | -8.5% | +5.3% | -13.8% | -2.9% |
| All | -8.5% | +5.1% | -13.7% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 1y: compounded portfolio wealth divided by compounded FE 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…
1y analysis · Full analysis span regression · 6 months rolling