+20.2%
DASH vs SARO
-11.1%
+31.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.1% | +0.9% | -1.4% |
| 7D | -4.1% | +8.9% | -13.0% | -7.8% |
| 30D | -10.6% | +38.6% | -49.3% | -22.4% |
| 3M | -18.8% | +0.6% | -19.4% | -19.5% |
| 6M | +11.2% | +2.9% | +8.3% | +7.9% |
| YTD | -23.8% | -3.9% | -19.9% | -24.3% |
| 1Y | -12.2% | +4.6% | -16.7% | -16.6% |
| All | +20.2% | -11.1% | +31.3% | +11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling