+101.8%
DASH vs USFR
+14.4%
+87.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.2% | -0.1% |
| 7D | +0.4% | +0.1% | +0.3% | +0.6% |
| 30D | -6.0% | +0.4% | -6.4% | -4.9% |
| 3M | -15.8% | +1.1% | -16.8% | -13.2% |
| 6M | +7.0% | +2.1% | +4.9% | +12.4% |
| YTD | -20.7% | +3.4% | -24.1% | -15.0% |
| 1Y | -8.5% | +4.1% | -12.7% | -1.5% |
| 3Y | +101.8% | +14.4% | +87.4% | +329.9% |
| All | +101.8% | +14.4% | +87.4% | +329.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling