-5.2%
DASH vs FOXA
+144.7%
-149.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FOXA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.4% |
| 7D | +0.4% | +5.4% | -5.0% | -1.4% |
| 30D | -6.0% | +6.3% | -12.3% | -8.0% |
| 3M | -15.8% | +8.3% | -24.1% | -18.1% |
| 6M | +7.0% | +7.6% | -0.6% | +2.0% |
| YTD | -20.7% | -7.9% | -12.7% | -19.6% |
| 1Y | -8.5% | +2.4% | -10.9% | -11.2% |
| 3Y | +101.8% | +120.3% | -18.6% | +38.1% |
| 5Y | -9.6% | +71.0% | -80.6% | -35.1% |
| All | -5.2% | +144.7% | -149.9% | -25.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling