+4.8%
DASH vs STT
+170.7%
-166.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.1% | +7.2% |
| 7D | +17.2% | -0.1% | +17.2% | +17.3% |
| 30D | +3.6% | -1.7% | +5.2% | +4.5% |
| 3M | -1.9% | -6.4% | +4.5% | +1.4% |
| 6M | +15.1% | +17.7% | -2.6% | +4.5% |
| YTD | -12.3% | +36.9% | -49.2% | -26.8% |
| 1Y | -17.2% | +52.0% | -69.3% | -34.9% |
| 3Y | +114.7% | +178.6% | -63.8% | +19.1% |
| 5Y | -4.3% | +109.1% | -113.3% | -45.3% |
| All | +4.8% | +170.7% | -166.0% | -40.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling