+7.4%
DASH vs USFR
+20.4%
-13.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | 0.0% | -4.6% | -4.7% |
| 7D | -10.6% | +0.1% | -10.6% | -10.6% |
| 30D | +2.2% | +0.3% | +1.9% | +1.7% |
| 3M | +32.3% | +1.0% | +31.3% | +30.5% |
| 6M | +19.1% | +1.9% | +17.2% | +15.8% |
| YTD | -6.5% | +2.6% | -9.1% | -10.2% |
| 1Y | -14.9% | +4.0% | -18.9% | -20.4% |
| 3Y | +151.9% | +14.1% | +137.8% | +101.0% |
| All | +7.4% | +20.4% | -13.0% | -20.4% |
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