-5.2%
DASH vs STRL
+1,445.4%
-1,450.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.7% |
| 7D | +0.4% | -26.9% | +27.3% | +4.3% |
| 30D | -6.0% | -52.7% | +46.6% | +4.6% |
| 3M | -15.8% | -52.8% | +37.1% | -6.7% |
| 6M | +7.0% | -71.5% | +78.4% | +26.3% |
| YTD | -20.7% | -17.4% | -3.2% | -31.3% |
| 1Y | -8.5% | -35.0% | +26.4% | -16.1% |
| 3Y | +101.8% | +239.2% | -137.4% | +5.4% |
| 5Y | -9.6% | +830.2% | -839.7% | -68.1% |
| All | -5.2% | +1,445.4% | -1,450.5% | -65.4% |
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