+153.0%
DASH vs FLR
+58.4%
+94.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.3% | -2.3% | -4.0% |
| 7D | -10.6% | +5.4% | -16.0% | -11.8% |
| 30D | +2.2% | +11.4% | -9.2% | -1.3% |
| 3M | +32.3% | +11.4% | +20.9% | +26.6% |
| 6M | +19.1% | +16.6% | +2.5% | +10.9% |
| YTD | -6.5% | +41.7% | -48.2% | -18.5% |
| 1Y | -14.9% | +35.4% | -50.3% | -24.7% |
| All | +153.0% | +58.4% | +94.6% | +78.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling