-17.2%
DASH vs FLUT
-63.1%
+45.9%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.3% | +10.7% | +9.1% |
| 7D | +17.2% | +4.2% | +13.0% | +15.7% |
| 30D | +3.6% | +8.0% | -4.4% | +1.0% |
| 3M | -1.9% | -22.1% | +20.2% | +4.9% |
| 6M | +15.1% | -21.7% | +36.8% | +21.7% |
| YTD | -12.3% | -62.0% | +49.7% | +4.4% |
| 1Y | -17.2% | -63.2% | +45.9% | -1.2% |
| All | -17.2% | -63.1% | +45.9% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FLUT.
Daily Out/Under-Performance
Portfolio return minus FLUT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLUT 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 FLUT 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