+101.8%
DASH vs FND
-36.7%
+138.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +0.4% | +7.7% | -7.3% | -1.5% |
| 30D | -6.0% | +11.9% | -17.9% | -8.8% |
| 3M | -15.8% | -14.6% | -1.2% | -12.4% |
| 6M | +7.0% | +0.5% | +6.5% | +5.8% |
| YTD | -20.7% | -15.8% | -4.8% | -19.1% |
| 1Y | -8.5% | -12.9% | +4.4% | -7.9% |
| 3Y | +101.8% | -34.2% | +135.9% | +83.7% |
| All | +101.8% | -36.7% | +138.5% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling