+11.7%
DASH vs FND
-43.8%
+55.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.3% | -5.5% |
| 7D | -10.6% | -5.2% | -5.3% | -8.3% |
| 30D | +2.2% | -19.9% | +22.0% | +13.4% |
| 3M | +32.3% | +2.7% | +29.6% | +28.0% |
| 6M | +19.1% | -21.7% | +40.8% | +30.9% |
| YTD | -6.5% | -17.5% | +11.0% | -2.0% |
| 1Y | -14.9% | -39.3% | +24.4% | +4.2% |
| 3Y | +151.9% | -49.8% | +201.7% | +203.6% |
| 5Y | +9.4% | -60.1% | +69.5% | +37.1% |
| All | +11.7% | -43.8% | +55.5% | +15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling