+4.8%
DASH vs SNAP
-88.2%
+93.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.9% | +2.4% | +6.6% |
| 7D | +17.2% | -0.7% | +17.8% | +17.2% |
| 30D | +3.6% | +5.5% | -2.0% | +1.6% |
| 3M | -1.9% | +2.2% | -4.1% | -3.4% |
| 6M | +15.1% | -4.1% | +19.1% | +14.5% |
| YTD | -12.3% | -26.6% | +14.3% | -6.7% |
| 1Y | -17.2% | -20.7% | +3.5% | -14.9% |
| 3Y | +114.7% | -44.8% | +159.5% | +109.5% |
| 5Y | -4.3% | -88.7% | +84.4% | +39.4% |
| All | +4.8% | -88.2% | +93.0% | +48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling