-11.3%
DASH vs SAP
-4.0%
-7.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.7% | -1.0% | 0.0% |
| 7D | -4.8% | +1.6% | -6.4% | -5.5% |
| 30D | -7.9% | +10.5% | -18.4% | -11.7% |
| 3M | -16.3% | +15.2% | -31.5% | -21.3% |
| 6M | +10.4% | +36.7% | -26.3% | -4.0% |
| YTD | -20.1% | -0.6% | -19.5% | -27.1% |
| All | -11.3% | -4.0% | -7.4% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 SAP 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