-8.5%
DASH vs SITM
+26.7%
-35.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +17.4% | -17.6% | -0.1% |
| 7D | +0.4% | -6.7% | +7.1% | +0.3% |
| 30D | -6.0% | -37.3% | +31.3% | -6.2% |
| 3M | -15.8% | -39.4% | +23.6% | -15.8% |
| 6M | +7.0% | -33.1% | +40.1% | +5.9% |
| YTD | -20.7% | +18.0% | -38.7% | -22.0% |
| 1Y | -8.5% | +22.7% | -31.2% | -10.9% |
| All | -8.5% | +26.7% | -35.3% | -10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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