-17.2%
DASH vs STZ
+14.7%
-32.0%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.3% | +3.0% | +7.4% |
| 7D | +17.2% | +13.0% | +4.2% | +15.3% |
| 30D | +3.6% | +29.4% | -25.9% | +0.6% |
| 3M | -1.9% | +11.6% | -13.5% | -3.3% |
| 6M | +15.1% | -0.2% | +15.3% | +12.6% |
| YTD | -12.3% | +8.6% | -20.9% | -15.8% |
| 1Y | -17.2% | +15.9% | -33.2% | -30.0% |
| All | -17.2% | +14.7% | -32.0% | -30.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 1y: compounded portfolio wealth divided by compounded STZ 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…
1y analysis · Full analysis span regression · 6 months rolling