+7.4%
DASH vs STLA
-62.4%
+69.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -5.1% |
| 7D | -10.6% | +2.6% | -13.1% | -11.6% |
| 30D | +2.2% | -1.2% | +3.4% | +2.2% |
| 3M | +32.3% | -24.8% | +57.0% | +46.8% |
| 6M | +19.1% | -25.6% | +44.7% | +31.6% |
| YTD | -6.5% | -48.9% | +42.4% | +18.6% |
| 1Y | -14.9% | -38.8% | +23.9% | -2.9% |
| 3Y | +151.9% | -64.5% | +216.5% | +249.7% |
| All | +7.4% | -62.4% | +69.8% | +23.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling