+11.7%
DASH vs FN
+467.3%
-455.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.1% | -7.8% | -5.3% |
| 7D | -10.6% | -1.7% | -8.9% | -10.3% |
| 30D | +2.2% | -22.0% | +24.1% | +6.9% |
| 3M | +32.3% | -43.0% | +75.3% | +47.4% |
| 6M | +19.1% | -27.7% | +46.9% | +20.5% |
| YTD | -6.5% | -10.5% | +4.0% | -13.3% |
| 1Y | -14.9% | +12.5% | -27.4% | -27.7% |
| 3Y | +151.9% | +153.8% | -1.9% | +39.6% |
| 5Y | +9.4% | +288.0% | -278.6% | -55.9% |
| All | +11.7% | +467.3% | -455.6% | -63.0% |
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