-9.4%
DASH vs STLA
-70.3%
+60.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.5% | -4.9% | -7.6% |
| 7D | +0.5% | -5.5% | +6.0% | +3.0% |
| 30D | -7.1% | -3.7% | -3.4% | -5.9% |
| 3M | -13.2% | -21.1% | +7.9% | -5.8% |
| 6M | +8.3% | -38.3% | +46.6% | +28.3% |
| YTD | -20.6% | -59.2% | +38.7% | +9.4% |
| 1Y | -24.4% | -56.7% | +32.3% | +0.5% |
| 3Y | +94.5% | -74.3% | +168.9% | +216.4% |
| 5Y | -9.4% | -70.2% | +60.8% | +9.2% |
| All | -9.4% | -70.3% | +60.9% | +9.2% |
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