+7.4%
DASH vs STT
+145.1%
-137.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.7% |
| 7D | -10.6% | +0.5% | -11.0% | -10.8% |
| 30D | +2.2% | +3.9% | -1.7% | -0.3% |
| 3M | +32.3% | +20.0% | +12.3% | +17.8% |
| 6M | +19.1% | +55.3% | -36.2% | -9.8% |
| YTD | -6.5% | +53.3% | -59.8% | -28.7% |
| 1Y | -14.9% | +74.7% | -89.6% | -40.3% |
| 3Y | +151.9% | +205.8% | -53.9% | +21.2% |
| All | +7.4% | +145.1% | -137.7% | -48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling