-51.7%
FIG vs DASH
-16.7%
-35.0%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +8.3% | -3.1% | +1.4% |
| 7D | -4.7% | +17.2% | -21.8% | -11.5% |
| 30D | +0.5% | +3.6% | -3.0% | -1.3% |
| 3M | -18.4% | -1.9% | -16.5% | -18.7% |
| 6M | +10.9% | +15.1% | -4.2% | +1.9% |
| YTD | -40.8% | -12.3% | -28.5% | -47.8% |
| 1Y | -51.7% | -17.2% | -34.5% | -57.5% |
| All | -51.7% | -16.7% | -35.0% | -57.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling