-22.3%
DASH vs LUNR
+26.2%
-48.5%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.1% |
| 7D | -10.2% | +22.7% | -32.9% | -10.8% |
| 30D | -8.2% | -5.3% | -2.9% | -8.2% |
| 3M | -15.9% | -26.1% | +10.2% | -15.5% |
| 6M | +13.3% | -62.4% | +75.7% | +15.3% |
| YTD | -21.3% | -25.0% | +3.7% | -21.7% |
| 1Y | -11.1% | +29.0% | -40.2% | -13.0% |
| 3Y | +103.8% | +327.4% | -223.6% | +96.6% |
| All | -22.3% | +26.2% | -48.5% | -31.4% |
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