-14.9%
DASH vs USFR
+4.0%
-18.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.5% |
| 7D | -10.6% | +0.1% | -10.6% | -10.2% |
| 30D | +2.2% | +0.3% | +1.9% | +4.2% |
| 3M | +32.3% | +1.0% | +31.3% | +42.9% |
| 6M | +19.1% | +1.9% | +17.2% | +38.0% |
| YTD | -6.5% | +2.6% | -9.1% | +10.6% |
| 1Y | -14.9% | +4.0% | -18.9% | +20.3% |
| All | -14.9% | +4.0% | -18.9% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 1y: compounded portfolio wealth divided by compounded USFR 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…
1y analysis · Full analysis span regression · 6 months rolling