+7.4%
DASH vs SNAP
-92.8%
+100.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.0% | -0.6% | -3.4% |
| 7D | -10.6% | +0.7% | -11.3% | -10.8% |
| 30D | +2.2% | +2.6% | -0.5% | +0.9% |
| 3M | +32.3% | -9.9% | +42.2% | +34.7% |
| 6M | +19.1% | +1.9% | +17.3% | +15.9% |
| YTD | -6.5% | -32.2% | +25.7% | +2.2% |
| 1Y | -14.9% | -22.8% | +8.0% | -11.9% |
| 3Y | +151.9% | -47.6% | +199.5% | +148.3% |
| All | +7.4% | -92.8% | +100.2% | +72.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling