-26.3%
DASH vs FRMI
-78.0%
+51.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.6% | -1.6% |
| 7D | -12.8% | +15.9% | -28.7% | -13.0% |
| 30D | -6.0% | -6.0% | -0.1% | -6.0% |
| 3M | +26.7% | -1.6% | +28.3% | +26.0% |
| 6M | +11.7% | -30.7% | +42.4% | +11.1% |
| YTD | -12.9% | -30.9% | +18.0% | -13.3% |
| All | -26.3% | -78.0% | +51.7% | -26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FRMI.
Daily Out/Under-Performance
Portfolio return minus FRMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRMI 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 10y: compounded portfolio wealth divided by compounded FRMI 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…
10y analysis · Full analysis span regression · 6 months rolling