+7.4%
DASH vs SAN
+381.6%
-374.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.8% | -3.8% | -4.3% |
| 7D | -10.6% | +1.8% | -12.3% | -11.3% |
| 30D | +2.2% | +2.0% | +0.2% | +1.2% |
| 3M | +32.3% | +19.7% | +12.5% | +22.0% |
| 6M | +19.1% | +30.6% | -11.5% | +5.0% |
| YTD | -6.5% | +28.8% | -35.4% | -17.5% |
| 1Y | -14.9% | +57.8% | -72.7% | -32.0% |
| 3Y | +151.9% | +338.1% | -186.2% | +16.1% |
| All | +7.4% | +381.6% | -374.2% | -59.3% |
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 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