+140.3%
SLB vs DASH
-1.1%
+141.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -9.4% | +5.7% | -3.3% |
| 7D | -7.7% | +0.5% | -8.3% | -7.8% |
| 30D | -0.7% | -7.1% | +6.4% | -0.5% |
| 3M | 0.0% | -13.2% | +13.2% | +0.5% |
| 6M | -10.4% | +8.3% | -18.7% | -11.2% |
| YTD | +31.5% | -20.6% | +52.0% | +32.5% |
| 1Y | +39.1% | -24.4% | +63.5% | +40.4% |
| 3Y | -5.7% | +94.5% | -100.2% | -9.2% |
| 5Y | +65.4% | -9.4% | +74.9% | +56.4% |
| All | +140.3% | -1.1% | +141.5% | +127.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 10y: compounded portfolio wealth divided by compounded DASH 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…
10y analysis · Full analysis span regression · 6 months rolling