-29.3%
DASH vs STZ
-29.4%
0.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.7% | -1.3% | -0.9% |
| 7D | -4.5% | +2.6% | -7.1% | -5.4% |
| 30D | -6.8% | +15.2% | -22.0% | -10.9% |
| 3M | -20.7% | +7.6% | -28.3% | -22.6% |
| 6M | +15.1% | +5.3% | +9.8% | +12.7% |
| YTD | -24.3% | +8.6% | -32.9% | -28.2% |
| 1Y | -12.1% | +15.6% | -27.7% | -19.0% |
| 3Y | +91.1% | -35.2% | +126.2% | +119.6% |
| All | -29.3% | -29.4% | 0.0% | -24.3% |
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 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