-11.0%
F vs DASH
-4.2%
-6.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.3% | -5.4% | +1.2% |
| 7D | +6.0% | +17.2% | -11.1% | +2.5% |
| 30D | +4.3% | +3.6% | +0.7% | +3.3% |
| 3M | -10.1% | -1.9% | -8.2% | -10.1% |
| 6M | +12.8% | +15.1% | -2.3% | +8.1% |
| YTD | -0.1% | -12.3% | +12.2% | +1.0% |
| 1Y | +3.7% | -17.2% | +20.9% | +5.4% |
| 3Y | +42.7% | +114.7% | -72.0% | +12.8% |
| 5Y | -11.0% | -4.3% | -6.8% | -39.9% |
| All | -11.0% | -4.2% | -6.9% | -39.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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