-25.3%
DASH vs LUNR
+34.7%
-60.0%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -4.5% | +24.2% | -28.7% | -5.1% |
| 30D | -6.8% | +18.0% | -24.8% | -7.3% |
| 3M | -20.7% | -26.0% | +5.3% | -20.3% |
| 6M | +15.1% | -63.6% | +78.6% | +17.2% |
| YTD | -24.3% | -19.9% | -4.4% | -24.8% |
| 1Y | -12.1% | +50.1% | -62.3% | -14.3% |
| 3Y | +91.1% | +374.5% | -283.4% | +84.0% |
| All | -25.3% | +34.7% | -60.0% | -34.1% |
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