+7.4%
DASH vs SRE
+47.8%
-40.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.4% |
| 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% | +34.3% |
| 6M | +19.1% | -10.7% | +29.8% | +22.4% |
| YTD | -6.5% | -3.5% | -3.0% | -6.9% |
| 1Y | -14.9% | +5.3% | -20.2% | -18.4% |
| 3Y | +151.9% | +31.8% | +120.2% | +112.3% |
| All | +7.4% | +47.8% | -40.4% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling