-21.7%
DASH vs LUNR
+8.5%
-30.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +21.5% | -21.6% | -0.7% |
| 7D | +0.4% | -1.9% | +2.3% | +0.3% |
| 30D | -6.0% | -27.3% | +21.3% | -5.4% |
| 3M | -15.8% | -29.9% | +14.1% | -15.2% |
| 6M | +7.0% | -60.2% | +67.2% | +8.6% |
| YTD | -20.7% | -35.5% | +14.8% | -20.8% |
| 1Y | -8.5% | +9.5% | -18.1% | -10.0% |
| 3Y | +101.8% | +226.2% | -124.4% | +95.5% |
| All | -21.7% | +8.5% | -30.2% | -30.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling