-11.1%
DASH vs SAN
+19.5%
-30.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.6% | +0.3% |
| 7D | -10.2% | +3.4% | -13.6% | -11.5% |
| 30D | -8.2% | -6.3% | -2.0% | -6.5% |
| 3M | -15.9% | -14.1% | -1.8% | -11.7% |
| 6M | +13.3% | +4.2% | +9.1% | +11.6% |
| YTD | -21.3% | +9.0% | -30.3% | -21.5% |
| 1Y | -11.1% | +18.8% | -29.9% | -11.3% |
| All | -11.1% | +19.5% | -30.7% | -11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling