-23.1%
DASH vs SARO
-9.8%
-13.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.0% | -0.6% | -1.3% |
| 7D | -12.8% | +0.6% | -13.4% | -13.0% |
| 30D | -6.0% | -14.5% | +8.5% | -1.5% |
| 3M | +26.7% | -5.3% | +32.0% | +27.8% |
| 6M | +11.7% | -15.3% | +27.0% | +16.5% |
| YTD | -12.9% | -15.6% | +2.6% | -9.5% |
| 1Y | -23.1% | -9.1% | -14.0% | -21.3% |
| All | -23.1% | -9.8% | -13.3% | -21.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling