-55.8%
FIG vs DASH
-14.9%
-40.9%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.6% | +0.3% | -1.9% |
| 7D | -16.3% | -10.6% | -5.7% | -11.1% |
| 30D | -14.3% | +2.2% | -16.5% | -16.1% |
| 3M | +7.2% | +32.3% | -25.1% | -9.1% |
| 6M | -18.6% | +19.1% | -37.7% | -27.8% |
| YTD | -35.5% | -6.5% | -28.9% | -40.3% |
| 1Y | -55.8% | -14.9% | -40.9% | -53.6% |
| All | -55.8% | -14.9% | -40.9% | -53.6% |
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