-5.9%
DASH vs SNAP
-89.3%
+83.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.8% | -6.8% | -2.0% |
| 7D | -10.2% | -9.8% | -0.4% | -7.5% |
| 30D | -8.2% | -18.2% | +10.0% | -2.8% |
| 3M | -15.9% | -3.1% | -12.8% | -15.8% |
| 6M | +13.3% | -7.1% | +20.4% | +13.8% |
| YTD | -21.3% | -33.8% | +12.5% | -13.7% |
| 1Y | -11.1% | -39.0% | +27.9% | -0.5% |
| 3Y | +103.8% | -52.8% | +156.6% | +109.2% |
| 5Y | -21.6% | -90.0% | +68.4% | +18.5% |
| All | -5.9% | -89.3% | +83.4% | +36.9% |
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