+101.8%
DASH vs SE
+64.9%
+36.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.3% | -0.2% |
| 7D | +0.4% | +2.0% | -1.6% | 0.0% |
| 30D | -6.0% | -20.0% | +13.9% | +0.3% |
| 3M | -15.8% | -31.8% | +16.0% | -6.4% |
| 6M | +7.0% | -15.9% | +22.8% | +11.0% |
| YTD | -20.7% | -40.6% | +20.0% | -9.9% |
| 1Y | -8.5% | -50.7% | +42.1% | +9.0% |
| 3Y | +101.8% | +70.3% | +31.5% | +96.5% |
| All | +101.8% | +64.9% | +36.9% | +96.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling