-5.1%
DASH vs SE
-63.7%
+58.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.7% | -3.7% | -6.8% |
| 7D | +0.5% | -1.2% | +1.7% | +1.3% |
| 30D | -7.1% | -21.7% | +14.6% | +3.7% |
| 3M | -13.2% | -34.2% | +21.0% | +3.6% |
| 6M | +8.3% | -10.5% | +18.8% | +10.8% |
| YTD | -20.6% | -40.7% | +20.2% | -3.0% |
| 1Y | -24.4% | -52.1% | +27.7% | +1.7% |
| 3Y | +94.5% | +68.9% | +25.7% | +28.4% |
| 5Y | -9.4% | -78.9% | +69.4% | +57.9% |
| All | -5.1% | -63.7% | +58.7% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling