-5.2%
DASH vs STLA
-57.4%
+52.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +0.4% | -4.5% | +4.9% | +2.4% |
| 30D | -6.0% | -3.9% | -2.1% | -4.8% |
| 3M | -15.8% | -20.2% | +4.4% | -9.2% |
| 6M | +7.0% | -42.2% | +49.1% | +29.8% |
| YTD | -20.7% | -59.3% | +38.7% | +8.5% |
| 1Y | -8.5% | -56.1% | +47.5% | +19.8% |
| 3Y | +101.8% | -73.7% | +175.4% | +216.5% |
| 5Y | -9.6% | -70.3% | +60.7% | +17.7% |
| All | -5.2% | -57.4% | +52.2% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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