-4.5%
DASH vs STRL
+1,676.7%
-1,681.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +15.0% | -14.3% | -1.6% |
| 7D | -4.8% | -13.3% | +8.6% | -3.7% |
| 30D | -7.9% | -43.3% | +35.4% | -0.4% |
| 3M | -16.3% | -46.9% | +30.5% | -9.1% |
| 6M | +10.4% | -65.6% | +76.0% | +26.4% |
| YTD | -20.1% | -5.1% | -15.0% | -32.4% |
| 1Y | -11.4% | -23.1% | +11.6% | -21.2% |
| 3Y | +114.1% | +346.8% | -232.8% | +5.4% |
| 5Y | -5.8% | +907.2% | -912.9% | -67.4% |
| All | -4.5% | +1,676.7% | -1,681.2% | -65.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling