-29.3%
DASH vs SITM
+73.6%
-103.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +0.7% |
| 7D | -4.5% | +6.6% | -11.2% | -6.2% |
| 30D | -6.8% | -15.3% | +8.5% | -4.5% |
| 3M | -20.7% | -35.4% | +14.7% | -14.4% |
| 6M | +15.1% | -46.8% | +61.8% | +26.6% |
| YTD | -24.3% | +25.9% | -50.1% | -38.6% |
| 1Y | -12.1% | +54.0% | -66.1% | -33.8% |
| 3Y | +91.1% | +315.6% | -224.5% | -22.3% |
| All | -29.3% | +73.6% | -103.0% | -63.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling