-8.5%
DASH vs STLA
-56.7%
+48.1%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +0.4% | -4.5% | +4.9% | +1.0% |
| 30D | -6.0% | -3.9% | -2.1% | -5.5% |
| 3M | -15.8% | -20.2% | +4.4% | -13.9% |
| 6M | +7.0% | -42.2% | +49.1% | +13.2% |
| YTD | -20.7% | -59.3% | +38.7% | -13.9% |
| 1Y | -8.5% | -56.1% | +47.5% | -4.4% |
| All | -8.5% | -56.7% | +48.1% | -4.4% |
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