+101.8%
DASH vs SU
+122.8%
-21.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.3% | -0.2% |
| 7D | +0.4% | -13.4% | +13.8% | -0.6% |
| 30D | -6.0% | +0.9% | -6.9% | -6.3% |
| 3M | -15.8% | +12.8% | -28.5% | -15.8% |
| 6M | +7.0% | +8.3% | -1.3% | +7.0% |
| YTD | -20.7% | +58.2% | -78.9% | -24.9% |
| 1Y | -8.5% | +67.1% | -75.7% | -14.3% |
| 3Y | +101.8% | +125.6% | -23.8% | +82.9% |
| All | +101.8% | +122.8% | -21.0% | +82.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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