+7.4%
DASH vs FISV
-54.1%
+61.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FISV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.5% | -5.1% | -4.8% |
| 7D | -10.6% | -0.3% | -10.2% | -10.5% |
| 30D | +2.2% | -2.1% | +4.2% | +2.8% |
| 3M | +32.3% | -5.7% | +38.0% | +34.0% |
| 6M | +19.1% | -15.3% | +34.5% | +26.5% |
| YTD | -6.5% | -21.1% | +14.6% | +1.9% |
| 1Y | -14.9% | -61.1% | +46.2% | +15.4% |
| 3Y | +151.9% | -56.8% | +208.8% | +156.8% |
| All | +7.4% | -54.1% | +61.5% | -9.2% |
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