+101.8%
DASH vs FIVE
+34.8%
+66.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | +0.4% | -0.3% | +0.7% | +0.6% |
| 30D | -6.0% | +17.7% | -23.7% | -8.7% |
| 3M | -15.8% | +4.0% | -19.7% | -16.5% |
| 6M | +7.0% | +2.6% | +4.4% | +5.8% |
| YTD | -20.7% | +27.6% | -48.2% | -24.9% |
| 1Y | -8.5% | +59.9% | -68.5% | -17.2% |
| 3Y | +101.8% | +35.8% | +66.0% | +68.4% |
| All | +101.8% | +34.8% | +66.9% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 3y: compounded portfolio wealth divided by compounded FIVE 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…
3y analysis · Full analysis span regression · 6 months rolling