+101.8%
DASH vs STT
+165.4%
-63.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.2% |
| 7D | +0.4% | -2.5% | +2.9% | +1.9% |
| 30D | -6.0% | -5.0% | -1.1% | -3.4% |
| 3M | -15.8% | -10.5% | -5.3% | -11.0% |
| 6M | +7.0% | +10.0% | -3.0% | +1.0% |
| YTD | -20.7% | +30.7% | -51.4% | -31.7% |
| 1Y | -8.5% | +43.8% | -52.3% | -25.3% |
| 3Y | +101.8% | +168.1% | -66.3% | +17.2% |
| All | +101.8% | +165.4% | -63.6% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 3y: compounded portfolio wealth divided by compounded STT 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…
3y analysis · Full analysis span regression · 6 months rolling