-15.8%
DASH vs INFQ
-15.3%
-0.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | INFQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +19.5% | -19.6% | -0.9% |
| 7D | +0.4% | +0.1% | +0.3% | +0.2% |
| 30D | -6.0% | -23.6% | +17.6% | -7.4% |
| 3M | -15.8% | -20.0% | +4.2% | -16.0% |
| All | -15.8% | -15.3% | -0.4% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INFQ.
Daily Out/Under-Performance
Portfolio return minus INFQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INFQ 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 3mo: compounded portfolio wealth divided by compounded INFQ 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…
3mo analysis · Full analysis span regression · Available span rolling