+4.8%
DASH vs FN
+375.8%
-371.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -6.0% | +14.3% | +9.6% |
| 7D | +17.2% | -7.0% | +24.2% | +18.2% |
| 30D | +3.6% | -24.7% | +28.3% | +9.0% |
| 3M | -1.9% | -35.7% | +33.8% | +5.7% |
| 6M | +15.1% | -52.4% | +67.5% | +30.1% |
| YTD | -12.3% | -25.0% | +12.6% | -16.7% |
| 1Y | -17.2% | -25.7% | +8.4% | -21.8% |
| 3Y | +114.7% | +110.2% | +4.5% | +22.7% |
| 5Y | -4.3% | +192.3% | -196.6% | -58.6% |
| All | +4.8% | +375.8% | -371.0% | -64.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FN.
Daily Out/Under-Performance
Portfolio return minus FN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FN 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 10y: compounded portfolio wealth divided by compounded FN 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…
10y analysis · Full analysis span regression · 6 months rolling