-17.2%
DASH vs FIX
+14.3%
-31.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -15.1% | +23.4% | +7.6% |
| 7D | +17.2% | -18.9% | +36.1% | +16.5% |
| 30D | +3.6% | -36.3% | +39.9% | +3.2% |
| 3M | -1.9% | -38.5% | +36.6% | -2.1% |
| 6M | +15.1% | -42.3% | +57.3% | +14.1% |
| YTD | -12.3% | +17.1% | -29.4% | -22.2% |
| 1Y | -17.2% | +14.4% | -31.6% | -27.2% |
| All | -17.2% | +14.3% | -31.5% | -27.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FIX.
Daily Out/Under-Performance
Portfolio return minus FIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIX 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 1y: compounded portfolio wealth divided by compounded FIX 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…
1y analysis · Full analysis span regression · 6 months rolling