-9.5%
DASH vs STRL
+1,687.2%
-1,696.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.1% | +2.4% | -0.2% |
| 7D | -4.5% | +15.7% | -20.2% | -6.8% |
| 30D | -6.8% | -35.5% | +28.7% | -1.4% |
| 3M | -20.7% | -47.1% | +26.4% | -13.8% |
| 6M | +15.1% | -65.8% | +80.8% | +31.9% |
| YTD | -24.3% | -4.5% | -19.8% | -36.0% |
| 1Y | -12.1% | -10.5% | -1.7% | -24.9% |
| 3Y | +91.1% | +340.6% | -249.6% | -5.5% |
| 5Y | -30.3% | +911.0% | -941.3% | -75.9% |
| All | -9.5% | +1,687.2% | -1,696.7% | -67.8% |
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