-16.9%
DASH vs FRSH
-72.2%
+55.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.8% | +1.5% | +1.1% |
| 7D | -4.8% | -15.5% | +10.7% | +2.3% |
| 30D | -7.9% | -13.7% | +5.8% | -2.3% |
| 3M | -16.3% | +1.4% | -17.8% | -18.2% |
| 6M | +10.4% | +36.0% | -25.6% | -6.4% |
| YTD | -20.1% | -2.0% | -18.1% | -22.8% |
| 1Y | -11.4% | +7.3% | -18.8% | -18.1% |
| 3Y | +114.1% | -29.6% | +143.6% | +120.4% |
| 5Y | -5.8% | -69.2% | +63.5% | +0.5% |
| All | -16.9% | -72.2% | +55.4% | -12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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