+11.7%
DASH vs FIVE
+52.5%
-40.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.1% | -9.7% | -6.6% |
| 7D | -10.6% | +4.3% | -14.8% | -12.2% |
| 30D | +2.2% | +12.5% | -10.4% | -2.8% |
| 3M | +32.3% | +31.2% | +1.0% | +18.1% |
| 6M | +19.1% | +14.4% | +4.8% | +10.5% |
| YTD | -6.5% | +33.9% | -40.4% | -18.8% |
| 1Y | -14.9% | +65.1% | -79.9% | -32.5% |
| 3Y | +151.9% | +49.0% | +103.0% | +93.7% |
| 5Y | +9.4% | +30.3% | -20.9% | -15.9% |
| All | +11.7% | +52.5% | -40.8% | -14.1% |
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