-35.9%
DASH vs FRMI
-89.6%
+53.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FRMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +26.7% | -27.3% | -1.1% |
| 7D | -4.5% | +66.2% | -70.8% | -5.5% |
| 30D | -6.8% | -17.4% | +10.6% | -6.7% |
| 3M | -20.7% | -60.5% | +39.8% | -19.6% |
| 6M | +15.1% | -56.5% | +71.6% | +15.7% |
| YTD | -24.3% | -67.4% | +43.1% | -23.8% |
| 1Y | -12.1% | -85.1% | +72.9% | -10.7% |
| All | -35.9% | -89.6% | +53.7% | -35.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling