-9.4%
DASH vs STRL
+788.2%
-797.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -13.9% | +4.5% | -7.2% |
| 7D | +0.5% | -34.6% | +35.1% | +6.6% |
| 30D | -7.1% | -56.7% | +49.6% | +5.7% |
| 3M | -13.2% | -54.4% | +41.2% | -2.7% |
| 6M | +8.3% | -69.7% | +78.0% | +27.1% |
| YTD | -20.6% | -20.2% | -0.3% | -32.8% |
| 1Y | -24.4% | -40.6% | +16.2% | -30.1% |
| 3Y | +94.5% | +221.7% | -127.1% | -14.0% |
| 5Y | -9.4% | +799.0% | -808.4% | -81.4% |
| All | -9.4% | +788.2% | -797.6% | -81.4% |
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 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