-17.2%
DASH vs SE
-48.0%
+30.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.5% | +3.9% | +6.7% |
| 7D | +17.2% | +6.7% | +10.5% | +14.6% |
| 30D | +3.6% | -17.2% | +20.8% | +10.3% |
| 3M | -1.9% | -28.0% | +26.2% | +8.6% |
| 6M | +15.1% | -6.1% | +21.2% | +13.8% |
| YTD | -12.3% | -37.1% | +24.8% | +1.2% |
| 1Y | -17.2% | -48.8% | +31.5% | +6.3% |
| All | -17.2% | -48.0% | +30.8% | +6.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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