-9.5%
DASH vs FLR
+159.8%
-169.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | -0.4% |
| 7D | -4.5% | +5.4% | -9.9% | -5.6% |
| 30D | -6.8% | +2.8% | -9.6% | -7.5% |
| 3M | -20.7% | -6.4% | -14.3% | -19.9% |
| 6M | +15.1% | +8.8% | +6.3% | +11.1% |
| YTD | -24.3% | +23.6% | -47.9% | -29.6% |
| 1Y | -12.1% | +13.8% | -25.9% | -16.9% |
| 3Y | +91.1% | +36.5% | +54.6% | +68.2% |
| 5Y | -30.3% | +119.3% | -149.6% | -42.0% |
| All | -9.5% | +159.8% | -169.3% | -26.6% |
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