-12.2%
DASH vs SNAP
-41.1%
+28.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -0.9% | -2.4% |
| 7D | -4.1% | +2.6% | -6.6% | -5.0% |
| 30D | -10.6% | -19.6% | +8.9% | -4.0% |
| 3M | -18.8% | +0.4% | -19.2% | -19.5% |
| 6M | +11.2% | -5.9% | +17.2% | +10.7% |
| YTD | -23.8% | -35.3% | +11.5% | -17.0% |
| 1Y | -12.2% | -42.6% | +30.4% | +1.7% |
| All | -12.2% | -41.1% | +28.9% | +1.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling