-20.0%
DASH vs SITM
+150.1%
-170.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.1% | -3.2% | -5.4% |
| 7D | -11.2% | +8.4% | -19.5% | -11.0% |
| 30D | -7.3% | -17.4% | +10.1% | -7.6% |
| 3M | +31.4% | -9.8% | +41.3% | +31.1% |
| 6M | +11.9% | +83.0% | -71.1% | +14.2% |
| YTD | -11.5% | +69.6% | -81.1% | -9.6% |
| 1Y | -20.0% | +144.9% | -164.9% | -19.0% |
| All | -20.0% | +150.1% | -170.1% | -19.0% |
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