-11.1%
DASH vs FLEX
+24.4%
-35.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.8% | 0.0% |
| 7D | -10.2% | +2.2% | -12.5% | -10.3% |
| 30D | -8.2% | -32.6% | +24.4% | -8.2% |
| 3M | -15.9% | -35.5% | +19.6% | -15.9% |
| 6M | +13.3% | -45.6% | +58.9% | +12.9% |
| YTD | -21.3% | +30.7% | -52.0% | -27.2% |
| 1Y | -11.1% | +28.4% | -39.5% | -17.7% |
| All | -11.1% | +24.4% | -35.6% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling