+4.8%
DASH vs STRL
+1,633.9%
-1,629.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -21.5% | +29.8% | +11.5% |
| 7D | +17.2% | -27.1% | +44.2% | +21.8% |
| 30D | +3.6% | -45.8% | +49.4% | +12.8% |
| 3M | -1.9% | -47.6% | +45.8% | +6.9% |
| 6M | +15.1% | -46.4% | +61.5% | +16.1% |
| YTD | -12.3% | -7.4% | -4.9% | -25.4% |
| 1Y | -17.2% | -25.9% | +8.6% | -25.6% |
| 3Y | +114.7% | +273.4% | -158.7% | +10.8% |
| 5Y | -4.3% | +944.4% | -948.7% | -66.9% |
| All | +4.8% | +1,633.9% | -1,629.1% | -62.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling