+153.0%
DASH vs SN
+389.7%
-236.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -4.3% |
| 7D | -10.6% | -9.3% | -1.2% | -8.2% |
| 30D | +2.2% | -4.8% | +6.9% | +3.4% |
| 3M | +32.3% | +40.4% | -8.1% | +20.4% |
| 6M | +19.1% | +50.9% | -31.8% | +5.9% |
| YTD | -6.5% | +54.9% | -61.5% | -17.9% |
| 1Y | -14.9% | +43.0% | -57.9% | -23.6% |
| All | +153.0% | +389.7% | -236.6% | +51.5% |
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