+7.4%
DASH vs FLEX
+657.3%
-649.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.5% | -6.1% | -5.1% |
| 7D | -10.6% | -0.9% | -9.7% | -10.3% |
| 30D | +2.2% | -10.1% | +12.3% | +5.2% |
| 3M | +32.3% | -31.3% | +63.6% | +46.2% |
| 6M | +19.1% | +71.3% | -52.2% | -18.1% |
| YTD | -6.5% | +81.2% | -87.8% | -38.5% |
| 1Y | -14.9% | +98.5% | -113.4% | -47.7% |
| 3Y | +151.9% | +428.2% | -276.3% | -27.2% |
| All | +7.4% | +657.3% | -649.9% | -80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling