-5.2%
DASH vs SNAP
-90.1%
+84.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.4% | +0.6% |
| 7D | +0.4% | -7.1% | +7.5% | +2.7% |
| 30D | -6.0% | -14.6% | +8.6% | -1.7% |
| 3M | -15.8% | -5.0% | -10.8% | -15.1% |
| 6M | +7.0% | -18.8% | +25.8% | +11.9% |
| YTD | -20.7% | -38.5% | +17.9% | -11.0% |
| 1Y | -8.5% | -38.1% | +29.5% | +2.1% |
| 3Y | +101.8% | -53.8% | +155.6% | +107.7% |
| 5Y | -9.6% | -90.7% | +81.1% | +39.6% |
| All | -5.2% | -90.1% | +84.9% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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