-9.5%
DASH vs SAN
+348.6%
-358.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -4.5% | +4.0% | -8.5% | -6.2% |
| 30D | -6.8% | -7.8% | +1.0% | -3.7% |
| 3M | -20.7% | -16.4% | -4.3% | -14.8% |
| 6M | +15.1% | +3.5% | +11.5% | +12.9% |
| YTD | -24.3% | +6.7% | -31.0% | -27.3% |
| 1Y | -12.1% | +14.5% | -26.6% | -18.3% |
| 3Y | +91.1% | +243.5% | -152.5% | +4.2% |
| 5Y | -30.3% | +296.2% | -326.5% | -67.9% |
| All | -9.5% | +348.6% | -358.1% | -56.9% |
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