-5.9%
DASH vs FND
-42.9%
+36.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.4% |
| 7D | -10.2% | -4.4% | -5.8% | -8.1% |
| 30D | -8.2% | +14.5% | -22.7% | -14.2% |
| 3M | -15.9% | -15.6% | -0.3% | -9.0% |
| 6M | +13.3% | +4.7% | +8.6% | +8.0% |
| YTD | -21.3% | -16.1% | -5.1% | -18.4% |
| 1Y | -11.1% | -16.0% | +4.9% | -8.6% |
| 3Y | +103.8% | -35.5% | +139.3% | +106.8% |
| 5Y | -21.6% | -60.5% | +38.9% | -1.0% |
| All | -5.9% | -42.9% | +36.9% | -4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 FND 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