+153.0%
DASH vs LUNR
+197.4%
-44.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.4% | -4.7% |
| 7D | -10.6% | -3.6% | -6.9% | -10.3% |
| 30D | +2.2% | +5.9% | -3.7% | +1.4% |
| 3M | +32.3% | -56.0% | +88.2% | +40.3% |
| 6M | +19.1% | -20.5% | +39.6% | +17.7% |
| YTD | -6.5% | -8.7% | +2.2% | -9.9% |
| 1Y | -14.9% | +75.9% | -90.8% | -23.6% |
| All | +153.0% | +197.4% | -44.4% | +99.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling