-12.7%
DASH vs FLR
+7.1%
-19.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.5% |
| 7D | -2.8% | +5.1% | -7.9% | -3.2% |
| 30D | -9.3% | -0.5% | -8.8% | -9.2% |
| 3M | -15.1% | -3.5% | -11.6% | -14.9% |
| 6M | +8.7% | +16.5% | -7.7% | +4.7% |
| YTD | -21.3% | +27.3% | -48.6% | -25.1% |
| 1Y | -12.7% | +10.6% | -23.3% | -15.4% |
| All | -12.7% | +7.1% | -19.7% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling