-83.2%
FIG vs DASH
-27.1%
-56.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.8% |
| 7D | -12.6% | -4.8% | -7.8% | -9.7% |
| 30D | -13.8% | -7.9% | -5.9% | -9.8% |
| 3M | -16.7% | -16.3% | -0.4% | -9.3% |
| 6M | -6.1% | +10.4% | -16.5% | -10.8% |
| YTD | -48.1% | -20.1% | -28.0% | -48.9% |
| 1Y | -56.2% | -11.4% | -44.7% | -57.4% |
| All | -83.2% | -27.1% | -56.1% | -81.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling