-9.4%
DASH vs FIVE
+15.3%
-24.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.3% | -5.1% | -7.7% |
| 7D | +0.5% | -1.7% | +2.2% | +1.4% |
| 30D | -7.1% | +14.9% | -22.0% | -11.8% |
| 3M | -13.2% | +7.6% | -20.8% | -16.2% |
| 6M | +8.3% | +6.4% | +1.9% | +3.8% |
| YTD | -20.6% | +28.1% | -48.6% | -30.0% |
| 1Y | -24.4% | +54.7% | -79.1% | -38.4% |
| 3Y | +94.5% | +36.1% | +58.5% | +59.6% |
| 5Y | -9.4% | +14.9% | -24.3% | -23.5% |
| All | -9.4% | +15.3% | -24.7% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling