+153.0%
DASH vs FE
+49.5%
+103.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.1% | -4.6% |
| 7D | -10.6% | +1.9% | -12.5% | -10.5% |
| 30D | +2.2% | -1.2% | +3.3% | +2.1% |
| 3M | +32.3% | +3.5% | +28.8% | +32.5% |
| 6M | +19.1% | -6.1% | +25.2% | +18.7% |
| YTD | -6.5% | +7.6% | -14.1% | -6.5% |
| 1Y | -14.9% | +11.9% | -26.8% | -15.2% |
| All | +153.0% | +49.5% | +103.5% | +136.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling