-5.1%
DASH vs SRE
+49.1%
-54.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.7% | -5.7% | -8.4% |
| 7D | +0.5% | -7.1% | +7.6% | +2.5% |
| 30D | -7.1% | -0.2% | -6.9% | -7.0% |
| 3M | -13.2% | -4.9% | -8.3% | -12.2% |
| 6M | +8.3% | -14.1% | +22.4% | +12.3% |
| YTD | -20.6% | -7.5% | -13.0% | -20.0% |
| 1Y | -24.4% | -11.0% | -13.4% | -23.0% |
| 3Y | +94.5% | +21.2% | +73.3% | +73.1% |
| 5Y | -9.4% | +46.6% | -56.1% | -17.1% |
| All | -5.1% | +49.1% | -54.2% | -12.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling