+153.0%
DASH vs SRE
+32.1%
+121.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.5% |
| 7D | -10.6% | -0.3% | -10.2% | -10.5% |
| 30D | +2.2% | -0.7% | +2.9% | +2.2% |
| 3M | +32.3% | -6.3% | +38.6% | +33.6% |
| 6M | +19.1% | -10.7% | +29.8% | +21.3% |
| YTD | -6.5% | -3.5% | -3.0% | -7.1% |
| 1Y | -14.9% | +5.3% | -20.2% | -18.0% |
| All | +153.0% | +32.1% | +121.0% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 3y: compounded portfolio wealth divided by compounded SRE 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…
3y analysis · Full analysis span regression · 6 months rolling