-29.3%
DASH vs FISV
-36.7%
+7.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.7% | -4.3% | -2.1% |
| 7D | -4.5% | +1.4% | -6.0% | -5.1% |
| 30D | -6.8% | +38.4% | -45.2% | -18.5% |
| 3M | -20.7% | +14.9% | -35.6% | -25.4% |
| 6M | +15.1% | +21.8% | -6.7% | +4.7% |
| YTD | -24.3% | -5.0% | -19.2% | -23.9% |
| 1Y | -12.1% | -1.2% | -11.0% | -13.1% |
| 3Y | +91.1% | -47.5% | +138.6% | +72.5% |
| All | -29.3% | -36.7% | +7.4% | -50.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FISV.
Daily Out/Under-Performance
Portfolio return minus FISV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FISV 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 FISV 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