-9.5%
DASH vs SO
+89.9%
-99.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.8% | -0.6% |
| 7D | -4.5% | +1.4% | -5.9% | -4.6% |
| 30D | -6.8% | +4.7% | -11.5% | -6.8% |
| 3M | -20.7% | +1.7% | -22.4% | -20.8% |
| 6M | +15.1% | +2.2% | +12.9% | +15.0% |
| YTD | -24.3% | +10.0% | -34.2% | -24.6% |
| 1Y | -12.1% | +6.0% | -18.2% | -12.3% |
| 3Y | +91.1% | +54.1% | +36.9% | +81.5% |
| 5Y | -30.3% | +79.6% | -109.9% | -27.8% |
| All | -9.5% | +89.9% | -99.4% | -0.6% |
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