-11.3%
DASH vs SO
+6.0%
-17.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +1.0% |
| 7D | -4.8% | -1.1% | -3.7% | -5.0% |
| 30D | -7.9% | +8.6% | -16.5% | -5.9% |
| 3M | -16.3% | +1.8% | -18.1% | -16.6% |
| 6M | +10.4% | +3.6% | +6.8% | +11.4% |
| YTD | -20.1% | +9.9% | -30.0% | -17.1% |
| All | -11.3% | +6.0% | -17.4% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling