-11.2%
DASH vs FLUT
-64.2%
+53.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.7% |
| 7D | -2.8% | -1.5% | -1.3% | -2.4% |
| 30D | -9.3% | +3.4% | -12.7% | -10.3% |
| 3M | -15.1% | -12.5% | -2.6% | -12.1% |
| 6M | +8.7% | -18.5% | +27.2% | +13.5% |
| YTD | -21.3% | -61.6% | +40.3% | -6.1% |
| All | -11.2% | -64.2% | +53.0% | +6.6% |
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