-16.8%
DASH vs USFR
+21.4%
-38.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.6% |
| 7D | -2.8% | +0.1% | -2.8% | -2.9% |
| 30D | -9.3% | +0.4% | -9.7% | -10.0% |
| 3M | -15.1% | +1.1% | -16.1% | -17.0% |
| 6M | +8.7% | +2.1% | +6.7% | +3.7% |
| YTD | -21.3% | +3.4% | -24.7% | -27.9% |
| 1Y | -12.7% | +4.1% | -16.7% | -21.5% |
| 3Y | +103.8% | +14.4% | +89.4% | +37.2% |
| 5Y | -16.8% | +21.4% | -38.2% | -58.9% |
| All | -16.8% | +21.4% | -38.2% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling