+4.8%
DASH vs FIVE
+52.4%
-47.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +6.7% | +1.6% | +5.8% |
| 7D | +17.2% | +7.5% | +9.7% | +14.1% |
| 30D | +3.6% | +16.7% | -13.2% | -2.4% |
| 3M | -1.9% | +13.4% | -15.2% | -7.2% |
| 6M | +15.1% | +9.0% | +6.0% | +9.2% |
| YTD | -12.3% | +33.8% | -46.1% | -24.0% |
| 1Y | -17.2% | +61.2% | -78.4% | -33.5% |
| 3Y | +114.7% | +42.1% | +72.6% | +70.2% |
| 5Y | -4.3% | +21.4% | -25.7% | -24.6% |
| All | +4.8% | +52.4% | -47.6% | -19.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling