+7.4%
DASH vs STRL
+2,010.6%
-2,003.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +5.8% | -10.4% | -5.6% |
| 7D | -10.6% | +3.4% | -14.0% | -11.2% |
| 30D | +2.2% | -9.2% | +11.4% | +3.5% |
| 3M | +32.3% | -51.0% | +83.3% | +48.2% |
| 6M | +19.1% | +15.8% | +3.3% | +2.4% |
| YTD | -6.5% | +58.9% | -65.4% | -28.3% |
| 1Y | -14.9% | +68.5% | -83.4% | -37.2% |
| 3Y | +151.9% | +485.2% | -333.3% | +6.9% |
| All | +7.4% | +2,010.6% | -2,003.2% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling