-5.9%
DASH vs SAN
+361.5%
-367.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.8% | -2.3% | -1.8% |
| 7D | -2.8% | +10.8% | -13.5% | -6.9% |
| 30D | -9.3% | -5.7% | -3.5% | -7.2% |
| 3M | -15.1% | -13.4% | -1.6% | -10.1% |
| 6M | +8.7% | +3.5% | +5.2% | +6.7% |
| YTD | -21.3% | +9.7% | -31.0% | -25.4% |
| 1Y | -12.7% | +20.9% | -33.5% | -20.7% |
| 3Y | +103.8% | +254.3% | -150.5% | +9.7% |
| 5Y | -16.8% | +304.2% | -321.0% | -62.1% |
| All | -5.9% | +361.5% | -367.4% | -55.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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