-9.4%
DASH vs SNAP
-90.2%
+80.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -14.0% | +4.6% | -5.1% |
| 7D | +0.5% | -10.4% | +10.9% | +3.9% |
| 30D | -7.1% | -11.9% | +4.9% | -3.6% |
| 3M | -13.2% | -4.5% | -8.7% | -12.6% |
| 6M | +8.3% | -16.7% | +25.0% | +12.5% |
| YTD | -20.6% | -36.9% | +16.4% | -11.4% |
| 1Y | -24.4% | -30.3% | +5.9% | -19.1% |
| 3Y | +94.5% | -52.5% | +147.0% | +97.0% |
| 5Y | -9.4% | -90.4% | +81.0% | +69.7% |
| All | -9.4% | -90.2% | +80.8% | +69.7% |
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 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