+37.4%
DASH vs SARO
-21.9%
+59.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.2% |
| 7D | -12.8% | +0.6% | -13.4% | -13.1% |
| 30D | -6.0% | -14.5% | +8.5% | +0.2% |
| 3M | +26.7% | -5.3% | +32.0% | +28.4% |
| 6M | +11.7% | -15.3% | +27.0% | +18.2% |
| YTD | -12.9% | -15.6% | +2.6% | -8.2% |
| 1Y | -23.1% | -9.1% | -14.0% | -22.2% |
| All | +37.4% | -21.9% | +59.2% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 10y: compounded portfolio wealth divided by compounded SARO 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…
10y analysis · Full analysis span regression · 6 months rolling