+7.4%
DASH vs FIX
+2,061.9%
-2,054.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -5.2% |
| 7D | -10.6% | +6.0% | -16.6% | -12.1% |
| 30D | +2.2% | -7.2% | +9.4% | +3.8% |
| 3M | +32.3% | -15.9% | +48.1% | +36.2% |
| 6M | +19.1% | +12.7% | +6.4% | +9.1% |
| YTD | -6.5% | +72.8% | -79.3% | -27.4% |
| 1Y | -14.9% | +122.9% | -137.8% | -40.9% |
| 3Y | +151.9% | +774.3% | -622.4% | -15.6% |
| All | +7.4% | +2,061.9% | -2,054.5% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling