-84.0%
FIG vs DASH
-27.5%
-56.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.7% | -9.4% | -7.3% | -11.9% |
| 7D | -17.4% | +0.5% | -17.9% | -16.8% |
| 30D | -15.9% | -7.1% | -8.8% | -12.4% |
| 3M | -34.5% | -13.2% | -21.3% | -30.2% |
| 6M | -5.0% | +8.3% | -13.3% | -9.1% |
| YTD | -50.7% | -20.6% | -30.1% | -51.3% |
| 1Y | -58.1% | -24.4% | -33.7% | -58.6% |
| All | -84.0% | -27.5% | -56.5% | -82.5% |
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 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