+7.4%
DASH vs STZ
-33.3%
+40.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.7% | -3.9% | -4.4% |
| 7D | -10.6% | -1.9% | -8.6% | -10.0% |
| 30D | +2.2% | -1.9% | +4.0% | +2.7% |
| 3M | +32.3% | -6.2% | +38.5% | +34.5% |
| 6M | +19.1% | -14.0% | +33.1% | +23.7% |
| YTD | -6.5% | -5.1% | -1.4% | -7.3% |
| 1Y | -14.9% | -9.6% | -5.3% | -14.4% |
| 3Y | +151.9% | -47.2% | +199.2% | +218.5% |
| All | +7.4% | -33.3% | +40.7% | +22.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling