-2.7%
DASH vs FRSH
-70.6%
+67.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.7% | +0.1% | -2.5% |
| 7D | -10.6% | -8.2% | -2.4% | -7.0% |
| 30D | +2.2% | +10.5% | -8.4% | -2.8% |
| 3M | +32.3% | +32.7% | -0.5% | +15.1% |
| 6M | +19.1% | +50.3% | -31.2% | -2.6% |
| YTD | -6.5% | +3.9% | -10.4% | -10.9% |
| 1Y | -14.9% | -2.2% | -12.7% | -17.0% |
| 3Y | +151.9% | -42.9% | +194.9% | +193.5% |
| All | -2.7% | -70.6% | +67.8% | +0.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling