-24.4%
DASH vs SNAP
-30.9%
+6.5%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -14.0% | +4.6% | -5.3% |
| 7D | +0.5% | -10.4% | +10.9% | +3.8% |
| 30D | -7.1% | -11.9% | +4.9% | -3.7% |
| 3M | -13.2% | -4.5% | -8.7% | -12.4% |
| 6M | +8.3% | -16.7% | +25.0% | +11.1% |
| YTD | -20.6% | -36.9% | +16.4% | -27.0% |
| 1Y | -24.4% | -30.3% | +5.9% | -25.4% |
| All | -24.4% | -30.9% | +6.5% | -25.4% |
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 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