+7.4%
DASH vs FFIV
+91.3%
-83.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.3% |
| 7D | -10.6% | -1.0% | -9.6% | -10.1% |
| 30D | +2.2% | -5.1% | +7.2% | +5.0% |
| 3M | +32.3% | -4.5% | +36.7% | +34.5% |
| 6M | +19.1% | +36.5% | -17.4% | -8.5% |
| YTD | -6.5% | +53.0% | -59.5% | -34.8% |
| 1Y | -14.9% | +24.2% | -39.1% | -31.4% |
| 3Y | +151.9% | +137.2% | +14.7% | +7.7% |
| All | +7.4% | +91.3% | -83.9% | -38.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling