+11.7%
DASH vs FIS
-68.3%
+80.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.2% |
| 7D | -10.6% | +1.1% | -11.7% | -11.0% |
| 30D | +2.2% | -2.2% | +4.4% | +3.0% |
| 3M | +32.3% | +2.1% | +30.1% | +30.7% |
| 6M | +19.1% | -14.7% | +33.8% | +26.6% |
| YTD | -6.5% | -35.7% | +29.2% | +10.5% |
| 1Y | -14.9% | -37.1% | +22.2% | +1.0% |
| 3Y | +151.9% | -20.0% | +171.9% | +161.7% |
| 5Y | +9.4% | -62.1% | +71.6% | +45.6% |
| All | +11.7% | -68.3% | +80.1% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling