+7.4%
DASH vs FLUT
-50.4%
+57.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FLUT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.2% | -2.4% | -3.8% |
| 7D | -10.6% | -1.6% | -8.9% | -10.0% |
| 30D | +2.2% | +7.7% | -5.6% | -1.3% |
| 3M | +32.3% | -0.7% | +33.0% | +30.5% |
| 6M | +19.1% | -11.2% | +30.3% | +22.8% |
| YTD | -6.5% | -53.4% | +46.9% | +24.0% |
| 1Y | -14.9% | -65.8% | +50.9% | +26.6% |
| 3Y | +151.9% | -44.9% | +196.9% | +195.2% |
| All | +7.4% | -50.4% | +57.8% | +12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling