+136.8%
DASH vs FWONK
+46.4%
+90.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FWONK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.3% |
| 7D | -12.8% | -0.6% | -12.2% | -12.6% |
| 30D | -6.0% | -5.8% | -0.2% | -4.1% |
| 3M | +26.7% | +10.0% | +16.7% | +22.7% |
| 6M | +11.7% | +14.7% | -3.0% | +6.7% |
| YTD | -12.9% | -1.7% | -11.2% | -13.0% |
| 1Y | -23.1% | -4.6% | -18.5% | -22.6% |
| All | +136.8% | +46.4% | +90.4% | +109.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FWONK.
Daily Out/Under-Performance
Portfolio return minus FWONK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FWONK 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 3y: compounded portfolio wealth divided by compounded FWONK 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…
3y analysis · Full analysis span regression · 6 months rolling