-5.2%
DASH vs FLEX
+456.4%
-461.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.6% | -4.7% | -1.5% |
| 7D | +0.4% | -19.3% | +19.7% | +6.2% |
| 30D | -6.0% | -41.5% | +35.5% | +9.1% |
| 3M | -15.8% | -43.1% | +27.4% | -2.2% |
| 6M | +7.0% | -48.2% | +55.2% | +23.1% |
| YTD | -20.7% | +15.5% | -36.2% | -40.5% |
| 1Y | -8.5% | +10.2% | -18.8% | -30.5% |
| 3Y | +101.8% | +256.8% | -155.0% | -30.4% |
| 5Y | -9.6% | +408.2% | -417.8% | -77.1% |
| All | -5.2% | +456.4% | -461.6% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 10y: compounded portfolio wealth divided by compounded FLEX 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…
10y analysis · Full analysis span regression · 6 months rolling