-11.1%
DASH vs STZ
+15.1%
-26.3%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -10.2% | -0.9% | -9.3% | -10.1% |
| 30D | -8.2% | +14.9% | -23.2% | -9.3% |
| 3M | -15.9% | +8.4% | -24.3% | -16.8% |
| 6M | +13.3% | +2.8% | +10.5% | +11.5% |
| YTD | -21.3% | +7.5% | -28.8% | -21.6% |
| 1Y | -11.1% | +12.5% | -23.7% | -10.3% |
| All | -11.1% | +15.1% | -26.3% | -10.3% |
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