+11.7%
DASH vs SITM
+464.3%
-452.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +6.5% | -11.2% | -6.3% |
| 7D | -10.6% | +9.7% | -20.3% | -12.8% |
| 30D | +2.2% | +12.7% | -10.5% | -2.8% |
| 3M | +32.3% | -13.4% | +45.7% | +32.1% |
| 6M | +19.1% | +59.6% | -40.5% | -4.0% |
| YTD | -6.5% | +73.3% | -79.8% | -28.2% |
| 1Y | -14.9% | +165.5% | -180.4% | -45.5% |
| 3Y | +151.9% | +368.7% | -216.8% | +10.2% |
| 5Y | +9.4% | +172.5% | -163.1% | -48.4% |
| All | +11.7% | +464.3% | -452.6% | -64.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling