-79.1%
FIG vs DASH
-14.7%
-64.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -4.6% | +0.3% | -2.2% |
| 7D | -16.3% | -10.6% | -5.7% | -11.7% |
| 30D | -14.3% | +2.2% | -16.5% | -15.9% |
| 3M | +7.2% | +32.3% | -25.1% | -7.2% |
| 6M | -18.6% | +19.1% | -37.7% | -27.2% |
| YTD | -35.5% | -6.5% | -28.9% | -41.4% |
| 1Y | -55.8% | -14.9% | -40.9% | -55.4% |
| All | -79.1% | -14.7% | -64.4% | -78.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling