+102.1%
DASH vs SN
+384.9%
-282.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.0% | -8.4% | -9.1% |
| 7D | +0.5% | +3.8% | -3.3% | -0.4% |
| 30D | -7.1% | +17.5% | -24.6% | -10.9% |
| 3M | -13.2% | +19.2% | -32.4% | -17.3% |
| 6M | +8.3% | +84.9% | -76.6% | -8.2% |
| YTD | -20.6% | +94.0% | -114.6% | -34.0% |
| 1Y | -24.4% | +151.3% | -175.7% | -41.6% |
| All | +102.1% | +384.9% | -282.9% | +34.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling