+153.0%
DASH vs SAP
+62.3%
+90.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.7% | -4.2% |
| 7D | -10.6% | -2.9% | -7.7% | -9.3% |
| 30D | +2.2% | +9.0% | -6.9% | -2.4% |
| 3M | +32.3% | +14.9% | +17.3% | +22.5% |
| 6M | +19.1% | +11.9% | +7.2% | +11.3% |
| YTD | -6.5% | -9.9% | +3.4% | -3.9% |
| 1Y | -14.9% | -19.5% | +4.6% | -7.0% |
| All | +153.0% | +62.3% | +90.8% | +63.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling