-9.4%
DASH vs FRSH
-72.4%
+63.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.4% | -0.2% | -1.0% |
| 7D | -12.8% | -9.6% | -3.3% | -8.7% |
| 30D | -6.0% | -0.4% | -5.6% | -6.2% |
| 3M | +26.7% | +27.2% | -0.5% | +12.5% |
| 6M | +11.7% | +42.2% | -30.5% | -6.3% |
| YTD | -12.9% | -2.6% | -10.3% | -14.5% |
| 1Y | -23.1% | -10.2% | -12.9% | -22.0% |
| 3Y | +140.0% | -45.5% | +185.6% | +185.9% |
| All | -9.4% | -72.4% | +63.0% | -3.3% |
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