-6.1%
DASH vs FPS
-14.8%
+8.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -9.8% | +6.7% | -3.1% |
| 7D | -4.1% | +21.6% | -25.7% | -4.1% |
| 30D | -10.6% | -38.8% | +28.1% | -10.6% |
| 3M | -18.8% | -42.1% | +23.3% | -18.3% |
| 6M | +11.2% | -48.5% | +59.7% | +11.8% |
| All | -6.1% | -14.8% | +8.7% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FPS.
Daily Out/Under-Performance
Portfolio return minus FPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FPS 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 1y: compounded portfolio wealth divided by compounded FPS 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…
1y analysis · Full analysis span regression · 6 months rolling