-5.2%
DASH vs FLR
+146.6%
-151.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.3% | -3.5% | -0.8% |
| 7D | +0.4% | -0.8% | +1.2% | +0.6% |
| 30D | -6.0% | -9.1% | +3.1% | -4.3% |
| 3M | -15.8% | -4.7% | -11.1% | -15.5% |
| 6M | +7.0% | -14.2% | +21.2% | +8.6% |
| YTD | -20.7% | +17.3% | -38.0% | -25.4% |
| 1Y | -8.5% | +4.3% | -12.8% | -11.8% |
| 3Y | +101.8% | +30.7% | +71.0% | +79.4% |
| 5Y | -9.6% | +101.3% | -110.9% | -24.0% |
| All | -5.2% | +146.6% | -151.8% | -22.3% |
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