-5.2%
DASH vs SO
+87.4%
-92.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +0.9% | -0.1% |
| 7D | +0.4% | -1.5% | +1.8% | +0.4% |
| 30D | -6.0% | +8.1% | -14.1% | -6.1% |
| 3M | -15.8% | +0.2% | -16.0% | -15.8% |
| 6M | +7.0% | +0.4% | +6.6% | +6.9% |
| YTD | -20.7% | +8.5% | -29.2% | -21.0% |
| 1Y | -8.5% | +4.9% | -13.5% | -8.8% |
| 3Y | +101.8% | +47.9% | +53.9% | +92.6% |
| 5Y | -9.6% | +75.7% | -85.3% | -6.6% |
| All | -5.2% | +87.4% | -92.6% | +4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling