-5.2%
DASH vs FIS
-78.0%
+72.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.7% |
| 7D | +0.4% | -25.5% | +25.9% | +9.2% |
| 30D | -6.0% | -15.1% | +9.0% | -3.3% |
| 3M | -15.8% | -32.1% | +16.4% | -4.9% |
| 6M | +7.0% | -36.1% | +43.0% | +23.4% |
| YTD | -20.7% | -55.4% | +34.7% | +5.0% |
| 1Y | -8.5% | -53.9% | +45.3% | +19.4% |
| 3Y | +101.8% | -39.8% | +141.5% | +126.7% |
| 5Y | -9.6% | -71.1% | +61.5% | +35.9% |
| All | -5.2% | -78.0% | +72.8% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIS.
Daily Out/Under-Performance
Portfolio return minus FIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIS 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 FIS 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