+153.0%
DASH vs SAN
+339.3%
-186.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.4% |
| 7D | -10.6% | +1.8% | -12.3% | -11.1% |
| 30D | +2.2% | +2.0% | +0.2% | +1.5% |
| 3M | +32.3% | +19.7% | +12.5% | +25.1% |
| 6M | +19.1% | +30.6% | -11.5% | +9.4% |
| YTD | -6.5% | +28.8% | -35.4% | -13.9% |
| 1Y | -14.9% | +57.8% | -72.7% | -26.4% |
| All | +153.0% | +339.3% | -186.3% | +51.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling