+99.3%
DASH vs SN
+681.9%
-582.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | 0.0% |
| 7D | -4.8% | +7.6% | -12.4% | -6.5% |
| 30D | -7.9% | +24.1% | -32.0% | -12.5% |
| 3M | -16.3% | +23.7% | -40.0% | -20.7% |
| 6M | +10.4% | +105.5% | -95.1% | -7.1% |
| YTD | -20.1% | +105.1% | -125.2% | -33.3% |
| 1Y | -11.4% | +148.3% | -159.7% | -29.3% |
| 3Y | +114.1% | +438.7% | -324.6% | +45.9% |
| All | +99.3% | +681.9% | -582.6% | +34.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 10y: compounded portfolio wealth divided by compounded SN 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…
10y analysis · Full analysis span regression · 6 months rolling