+97.9%
DASH vs SN
+659.6%
-561.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -0.8% |
| 7D | +0.4% | +7.2% | -6.8% | -1.2% |
| 30D | -6.0% | +20.4% | -26.4% | -10.1% |
| 3M | -15.8% | +23.9% | -39.7% | -20.1% |
| 6M | +7.0% | +93.0% | -86.1% | -8.7% |
| YTD | -20.7% | +99.2% | -119.9% | -33.3% |
| 1Y | -8.5% | +142.6% | -151.1% | -26.6% |
| 3Y | +101.8% | +398.8% | -297.0% | +39.5% |
| All | +97.9% | +659.6% | -561.7% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling