-5.9%
DASH vs FLR
+167.6%
-173.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.8% | +5.1% | -7.9% | -3.8% |
| 30D | -9.3% | -0.5% | -8.8% | -9.3% |
| 3M | -15.1% | -3.5% | -11.6% | -14.8% |
| 6M | +8.7% | +16.5% | -7.7% | +3.4% |
| YTD | -21.3% | +27.3% | -48.6% | -27.3% |
| 1Y | -12.7% | +10.6% | -23.3% | -16.8% |
| 3Y | +103.8% | +39.4% | +64.4% | +78.6% |
| 5Y | -16.8% | +126.4% | -143.2% | -31.3% |
| All | -5.9% | +167.6% | -173.5% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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