-4.5%
DASH vs FFIV
+87.0%
-91.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | -0.6% |
| 7D | -4.8% | -2.1% | -2.7% | -3.5% |
| 30D | -7.9% | -33.8% | +25.9% | +15.2% |
| 3M | -16.3% | -20.6% | +4.3% | -8.2% |
| 6M | +10.4% | -10.2% | +20.6% | +9.9% |
| YTD | -20.1% | +24.5% | -44.6% | -38.4% |
| 1Y | -11.4% | +29.3% | -40.7% | -33.9% |
| 3Y | +114.1% | +103.8% | +10.3% | +0.9% |
| 5Y | -5.8% | +40.9% | -46.6% | -41.0% |
| All | -4.5% | +87.0% | -91.5% | -53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 10y: compounded portfolio wealth divided by compounded FFIV 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…
10y analysis · Full analysis span regression · 6 months rolling