+7.4%
DASH vs SO
+58.2%
-50.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.6% |
| 7D | -10.6% | -0.2% | -10.4% | -10.6% |
| 30D | +2.2% | -4.6% | +6.7% | +2.5% |
| 3M | +32.3% | -3.0% | +35.3% | +32.5% |
| 6M | +19.1% | -8.3% | +27.4% | +19.8% |
| YTD | -6.5% | +3.5% | -10.0% | -7.2% |
| 1Y | -14.9% | -0.9% | -14.0% | -15.2% |
| 3Y | +151.9% | +45.4% | +106.6% | +127.4% |
| All | +7.4% | +58.2% | -50.8% | +1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling