+153.0%
DASH vs FLEX
+431.9%
-278.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -4.9% |
| 7D | -10.6% | -0.9% | -9.7% | -10.5% |
| 30D | +2.2% | -10.1% | +12.3% | +3.6% |
| 3M | +32.3% | -31.3% | +63.6% | +39.1% |
| 6M | +19.1% | +71.3% | -52.2% | -3.6% |
| YTD | -6.5% | +81.2% | -87.8% | -26.2% |
| 1Y | -14.9% | +98.5% | -113.4% | -35.3% |
| All | +153.0% | +431.9% | -278.9% | +49.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling