-9.4%
DASH vs SAN
+272.3%
-281.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.5% | -8.9% | -9.2% |
| 7D | +0.5% | +3.5% | -3.0% | -0.9% |
| 30D | -7.1% | -13.2% | +6.1% | -1.0% |
| 3M | -13.2% | -16.9% | +3.8% | -5.8% |
| 6M | +8.3% | +2.3% | +5.9% | +6.6% |
| YTD | -20.6% | +4.9% | -25.5% | -23.5% |
| 1Y | -24.4% | +20.4% | -44.8% | -32.0% |
| 3Y | +94.5% | +243.2% | -148.7% | -2.0% |
| 5Y | -9.4% | +275.3% | -284.7% | -64.1% |
| All | -9.4% | +272.3% | -281.8% | -64.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling