-2.1%
DASH vs FPS
-30.0%
+27.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -18.9% | +9.4% | -9.4% |
| 7D | +0.5% | -35.8% | +36.3% | +0.2% |
| 30D | -7.1% | -56.0% | +48.9% | -6.9% |
| 3M | -13.2% | -52.7% | +39.5% | -12.7% |
| 6M | +8.3% | -56.6% | +64.9% | +8.8% |
| All | -2.1% | -30.0% | +27.8% | -2.7% |
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