-5.2%
DASH vs STZ
-25.3%
+20.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.5% |
| 7D | +0.4% | +4.9% | -4.5% | -1.0% |
| 30D | -6.0% | +20.9% | -26.9% | -11.6% |
| 3M | -15.8% | +8.0% | -23.7% | -17.8% |
| 6M | +7.0% | -5.3% | +12.3% | +8.4% |
| YTD | -20.7% | +5.9% | -26.6% | -24.0% |
| 1Y | -8.5% | +14.2% | -22.8% | -15.3% |
| 3Y | +101.8% | -37.0% | +138.8% | +133.5% |
| 5Y | -9.6% | -29.7% | +20.1% | +0.3% |
| All | -5.2% | -25.3% | +20.1% | -1.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling