-5.1%
DASH vs SO
+89.4%
-94.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.2% | -9.6% | -9.4% |
| 7D | +0.5% | +0.4% | +0.1% | +0.5% |
| 30D | -7.1% | +9.2% | -16.3% | -7.1% |
| 3M | -13.2% | +1.1% | -14.3% | -13.3% |
| 6M | +8.3% | -1.1% | +9.3% | +8.3% |
| YTD | -20.6% | +9.7% | -30.2% | -20.9% |
| 1Y | -24.4% | +5.5% | -29.9% | -24.6% |
| 3Y | +94.5% | +47.0% | +47.5% | +86.2% |
| 5Y | -9.4% | +77.6% | -87.0% | -6.5% |
| All | -5.1% | +89.4% | -94.5% | +4.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling