-5.1%
DASH vs FLR
+138.6%
-143.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.5% | -3.9% | -8.3% |
| 7D | +0.5% | -5.4% | +5.9% | +1.7% |
| 30D | -7.1% | -13.5% | +6.4% | -4.3% |
| 3M | -13.2% | -10.8% | -2.4% | -11.7% |
| 6M | +8.3% | -15.1% | +23.4% | +10.1% |
| YTD | -20.6% | +13.5% | -34.1% | -24.8% |
| 1Y | -24.4% | -5.1% | -19.3% | -25.4% |
| 3Y | +94.5% | +22.7% | +71.8% | +75.1% |
| 5Y | -9.4% | +94.8% | -104.2% | -23.3% |
| All | -5.1% | +138.6% | -143.7% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling