-7.0%
DASH vs STLA
-70.1%
+63.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -4.7% |
| 3M | -15.8% | -20.2% | +4.4% | -9.0% |
| 6M | +7.0% | -42.2% | +49.1% | +30.3% |
| YTD | -20.7% | -59.3% | +38.7% | +9.4% |
| 1Y | -8.5% | -56.1% | +47.5% | +20.5% |
| 3Y | +101.8% | -73.7% | +175.4% | +221.3% |
| All | -7.0% | -70.1% | +63.1% | +12.3% |
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