-8.5%
DASH vs SAP
-7.9%
-0.7%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.1% | +4.0% | +1.5% |
| 7D | +0.4% | -0.7% | +1.0% | +0.5% |
| 30D | -6.0% | +11.1% | -17.1% | -10.1% |
| 3M | -15.8% | +17.0% | -32.8% | -21.3% |
| 6M | +7.0% | +34.8% | -27.9% | -6.4% |
| YTD | -20.7% | -2.2% | -18.4% | -27.2% |
| 1Y | -8.5% | -6.4% | -2.1% | -17.1% |
| All | -8.5% | -7.9% | -0.7% | -17.1% |
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