-83.7%
FIG vs DASH
-27.6%
-56.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.1% | +2.1% | +2.1% |
| 7D | -13.1% | +0.4% | -13.5% | -12.5% |
| 30D | -13.0% | -6.0% | -6.9% | -9.8% |
| 3M | -21.5% | -15.8% | -5.8% | -14.9% |
| 6M | -2.5% | +7.0% | -9.5% | -6.2% |
| YTD | -49.7% | -20.7% | -29.0% | -50.3% |
| 1Y | -59.1% | -8.5% | -50.5% | -60.2% |
| All | -83.7% | -27.6% | -56.1% | -82.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling