+7.4%
DASH vs FOXA
+89.1%
-81.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -3.4% | -1.2% | -3.0% |
| 7D | -10.6% | -4.0% | -6.6% | -8.8% |
| 30D | +2.2% | +12.0% | -9.8% | -3.4% |
| 3M | +32.3% | +0.3% | +32.0% | +29.1% |
| 6M | +19.1% | +12.5% | +6.6% | +7.8% |
| YTD | -6.5% | -9.6% | +3.1% | -3.7% |
| 1Y | -14.9% | +8.6% | -23.5% | -22.6% |
| 3Y | +151.9% | +118.5% | +33.4% | +32.9% |
| All | +7.4% | +89.1% | -81.6% | -32.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FOXA.
Daily Out/Under-Performance
Portfolio return minus FOXA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FOXA 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 FOXA 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