-1.6%
DASH vs FPS
-13.1%
+11.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +16.0% | -15.3% | +0.7% |
| 7D | -4.8% | -8.0% | +3.2% | -5.2% |
| 30D | -7.9% | -43.5% | +35.6% | -7.8% |
| 3M | -16.3% | -41.6% | +25.3% | -15.8% |
| 6M | +10.4% | -44.0% | +54.4% | +10.7% |
| All | -1.6% | -13.1% | +11.5% | -2.2% |
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