-5.1%
DASH vs USFR
+21.3%
-26.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | 0.0% | -9.4% | -9.4% |
| 7D | +0.5% | +0.1% | +0.4% | +0.3% |
| 30D | -7.1% | +0.4% | -7.5% | -7.8% |
| 3M | -13.2% | +1.1% | -14.2% | -15.1% |
| 6M | +8.3% | +2.0% | +6.3% | +3.6% |
| YTD | -20.6% | +3.4% | -23.9% | -26.5% |
| 1Y | -24.4% | +4.1% | -28.5% | -31.4% |
| 3Y | +94.5% | +14.4% | +80.1% | +36.9% |
| 5Y | -9.4% | +21.3% | -30.8% | -47.5% |
| All | -5.1% | +21.3% | -26.4% | -45.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling