-4.5%
DASH vs SNAP
-89.9%
+85.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.8% | -1.1% | +0.2% |
| 7D | -4.8% | -7.3% | +2.5% | -2.5% |
| 30D | -7.9% | -18.9% | +11.0% | -2.2% |
| 3M | -16.3% | -5.3% | -11.1% | -15.6% |
| 6M | +10.4% | -16.9% | +27.3% | +14.8% |
| YTD | -20.1% | -37.4% | +17.3% | -10.8% |
| 1Y | -11.4% | -38.5% | +27.1% | -1.0% |
| 3Y | +114.1% | -55.1% | +169.1% | +123.0% |
| 5Y | -5.8% | -90.8% | +85.0% | +45.9% |
| All | -4.5% | -89.9% | +85.4% | +41.4% |
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