-5.1%
DASH vs FLEX
+432.2%
-437.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -13.6% | +4.2% | -5.3% |
| 7D | +0.5% | -28.3% | +28.8% | +10.2% |
| 30D | -7.1% | -45.0% | +37.9% | +10.0% |
| 3M | -13.2% | -45.2% | +32.1% | +2.0% |
| 6M | +8.3% | -30.8% | +39.1% | +6.6% |
| YTD | -20.6% | +10.4% | -31.0% | -39.6% |
| 1Y | -24.4% | +2.3% | -26.7% | -40.6% |
| 3Y | +94.5% | +238.9% | -144.4% | -31.7% |
| 5Y | -9.4% | +386.0% | -395.5% | -76.8% |
| All | -5.1% | +432.2% | -437.2% | -75.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling