-5.2%
DASH vs FFIV
+82.9%
-88.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.1% | 0.0% |
| 7D | +0.4% | -8.1% | +8.5% | +5.4% |
| 30D | -6.0% | -33.4% | +27.3% | +16.9% |
| 3M | -15.8% | -24.7% | +9.0% | -4.4% |
| 6M | +7.0% | -8.8% | +15.8% | +4.9% |
| YTD | -20.7% | +21.8% | -42.4% | -38.0% |
| 1Y | -8.5% | +25.3% | -33.8% | -30.3% |
| 3Y | +101.8% | +101.2% | +0.6% | -4.5% |
| 5Y | -9.6% | +40.2% | -49.8% | -43.0% |
| All | -5.2% | +82.9% | -88.1% | -52.9% |
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