+153.0%
DASH vs SBAC
-8.8%
+161.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.5% | -4.5% |
| 7D | -10.6% | -0.8% | -9.8% | -10.5% |
| 30D | +2.2% | +6.9% | -4.8% | +1.6% |
| 3M | +32.3% | -8.2% | +40.5% | +33.0% |
| 6M | +19.1% | -1.6% | +20.8% | +18.2% |
| YTD | -6.5% | -0.1% | -6.4% | -7.5% |
| 1Y | -14.9% | -0.5% | -14.4% | -15.8% |
| All | +153.0% | -8.8% | +161.9% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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