+88.9%
DASH vs SN
+671.3%
-582.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.5% | -1.3% |
| 7D | -4.5% | +1.5% | -6.1% | -4.9% |
| 30D | -6.8% | +21.5% | -28.3% | -11.0% |
| 3M | -20.7% | +20.0% | -40.7% | -24.2% |
| 6M | +15.1% | +119.9% | -104.9% | -4.6% |
| YTD | -24.3% | +102.3% | -126.6% | -36.6% |
| 1Y | -12.1% | +148.0% | -160.1% | -29.8% |
| 3Y | +91.1% | +450.0% | -358.9% | +30.1% |
| All | +88.9% | +671.3% | -582.4% | +28.3% |
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