+110.8%
SLV vs DASH
-1.3%
+112.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +5.1% | +0.4% | +4.7% | +5.0% |
| 30D | -12.9% | -6.0% | -6.9% | -12.6% |
| 3M | -16.1% | -15.8% | -0.3% | -15.2% |
| 6M | -33.2% | +7.0% | -40.1% | -33.7% |
| YTD | -27.2% | -20.7% | -6.6% | -26.6% |
| 1Y | +7.6% | -8.5% | +16.2% | +7.7% |
| 3Y | +122.3% | +101.8% | +20.6% | +113.2% |
| 5Y | +109.7% | -9.6% | +119.3% | +98.5% |
| All | +110.8% | -1.3% | +112.1% | +96.2% |
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