-35.0%
DASH vs SOLS
+26.5%
-61.5%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SOLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.0% | -2.2% | -3.2% |
| 7D | -4.1% | +20.8% | -24.9% | -3.6% |
| 30D | -10.6% | +9.2% | -19.8% | -10.5% |
| 3M | -18.8% | +7.1% | -25.8% | -18.7% |
| 6M | +11.2% | -23.7% | +34.9% | +11.3% |
| YTD | -23.8% | +37.3% | -61.1% | -28.5% |
| 1Y | -12.2% | +42.2% | -54.3% | -18.2% |
| All | -35.0% | +26.5% | -61.5% | -38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SOLS.
Daily Out/Under-Performance
Portfolio return minus SOLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SOLS 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 SOLS 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