-7.7%
DASH vs LUNR
+53.5%
-61.2%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.7% | -5.4% | -4.6% |
| 7D | -10.6% | -3.6% | -6.9% | -10.5% |
| 30D | +2.2% | +5.9% | -3.7% | +1.9% |
| 3M | +32.3% | -56.0% | +88.2% | +34.6% |
| 6M | +19.1% | -20.5% | +39.6% | +18.9% |
| YTD | -6.5% | -8.7% | +2.2% | -7.3% |
| 1Y | -14.9% | +75.9% | -90.8% | -17.1% |
| 3Y | +151.9% | +202.9% | -50.9% | +142.5% |
| All | -7.7% | +53.5% | -61.2% | -18.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling