-5.1%
DASH vs FFIV
+83.5%
-88.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.5% | -3.9% | -6.2% |
| 7D | +0.5% | -14.2% | +14.7% | +9.8% |
| 30D | -7.1% | -33.6% | +26.6% | +15.9% |
| 3M | -13.2% | -24.2% | +11.0% | -1.9% |
| 6M | +8.3% | -8.3% | +16.6% | +5.8% |
| YTD | -20.6% | +22.1% | -42.7% | -38.1% |
| 1Y | -24.4% | +26.5% | -50.9% | -42.9% |
| 3Y | +94.5% | +102.3% | -7.8% | -8.3% |
| 5Y | -9.4% | +40.6% | -50.1% | -43.1% |
| All | -5.1% | +83.5% | -88.5% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling