-12.6%
DASH vs LUNR
+62.5%
-75.1%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +5.9% | -11.2% | -5.5% |
| 7D | -11.2% | +6.5% | -17.7% | -11.3% |
| 30D | -7.3% | -4.4% | -2.9% | -7.3% |
| 3M | +31.4% | -47.3% | +78.7% | +33.2% |
| 6M | +11.9% | -11.1% | +22.9% | +11.3% |
| YTD | -11.5% | -3.4% | -8.1% | -12.4% |
| 1Y | -20.0% | +85.8% | -105.8% | -22.2% |
| 3Y | +143.9% | +264.7% | -120.7% | +134.4% |
| All | -12.6% | +62.5% | -75.1% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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