+53.9%
F vs DASH
+8.6%
+45.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -4.6% | +6.1% | +2.4% |
| 7D | +5.3% | -10.6% | +15.9% | +7.7% |
| 30D | +4.6% | +2.2% | +2.4% | +4.0% |
| 3M | -3.7% | +32.3% | -35.9% | -9.7% |
| 6M | +16.8% | +19.1% | -2.3% | +11.2% |
| YTD | +15.3% | -6.5% | +21.8% | +15.3% |
| 1Y | +31.0% | -14.9% | +45.9% | +32.7% |
| 3Y | +45.4% | +151.9% | -106.5% | +10.9% |
| All | +53.9% | +8.6% | +45.4% | +11.4% |
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