-28.9%
DASH vs FND
-63.1%
+34.2%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.4% | +1.2% | -1.0% |
| 7D | -4.1% | -5.1% | +1.0% | -1.6% |
| 30D | -10.6% | +9.2% | -19.8% | -14.5% |
| 3M | -18.8% | -17.7% | -1.1% | -10.9% |
| 6M | +11.2% | +2.5% | +8.7% | +7.0% |
| YTD | -23.8% | -19.8% | -4.0% | -19.2% |
| 1Y | -12.2% | -22.7% | +10.5% | -5.5% |
| 3Y | +97.3% | -38.3% | +135.6% | +100.5% |
| All | -28.9% | -63.1% | +34.2% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling