-7.0%
DASH vs SITM
+42.2%
-49.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +17.4% | -17.6% | -4.3% |
| 7D | +0.4% | -6.7% | +7.1% | +1.1% |
| 30D | -6.0% | -37.3% | +31.3% | +3.7% |
| 3M | -15.8% | -39.4% | +23.6% | -7.6% |
| 6M | +7.0% | -33.1% | +40.1% | +8.6% |
| YTD | -20.7% | +18.0% | -38.7% | -34.4% |
| 1Y | -8.5% | +22.7% | -31.2% | -25.9% |
| 3Y | +101.8% | +283.8% | -182.0% | -14.2% |
| All | -7.0% | +42.2% | -49.2% | -50.6% |
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