+130.8%
SLB vs DASH
+8.6%
+122.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.6% | +4.8% | +0.5% |
| 7D | +0.8% | -10.6% | +11.4% | +1.5% |
| 30D | +15.8% | +2.2% | +13.7% | +15.6% |
| 3M | -0.3% | +32.3% | -32.6% | -2.3% |
| 6M | +21.3% | +19.1% | +2.2% | +19.6% |
| YTD | +52.3% | -6.5% | +58.8% | +52.6% |
| 1Y | +63.6% | -14.9% | +78.5% | +64.6% |
| 3Y | +3.8% | +151.9% | -148.2% | -2.7% |
| All | +130.8% | +8.6% | +122.2% | +118.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling