-11.2%
DASH vs STLA
-59.6%
+48.5%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.6% | +2.1% | -1.0% |
| 7D | -2.8% | -4.9% | +2.1% | -2.0% |
| 30D | -9.3% | -4.9% | -4.4% | -8.5% |
| 3M | -15.1% | -23.7% | +8.6% | -12.6% |
| 6M | +8.7% | -45.0% | +53.7% | +15.8% |
| YTD | -21.3% | -60.9% | +39.6% | -14.0% |
| All | -11.2% | -59.6% | +48.5% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling