+102.1%
DASH vs STZ
-36.0%
+138.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.6% | -8.8% | -9.3% |
| 7D | +0.5% | +11.8% | -11.3% | -1.0% |
| 30D | -7.1% | +26.0% | -33.0% | -9.8% |
| 3M | -13.2% | +11.5% | -24.7% | -14.5% |
| 6M | +8.3% | -2.0% | +10.3% | +7.8% |
| YTD | -20.6% | +7.9% | -28.4% | -22.4% |
| 1Y | -24.4% | +13.9% | -38.3% | -26.9% |
| All | +102.1% | -36.0% | +138.1% | +109.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling