+98.5%
SLV vs DASH
-5.8%
+104.3%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.1% |
| 7D | -5.8% | -4.5% | -1.3% | -5.5% |
| 30D | -12.1% | -6.8% | -5.3% | -11.7% |
| 3M | -24.1% | -20.7% | -3.4% | -23.0% |
| 6M | -44.4% | +15.1% | -59.4% | -45.0% |
| YTD | -31.5% | -24.3% | -7.2% | -30.6% |
| 1Y | -6.9% | -12.1% | +5.2% | -6.6% |
| 3Y | +116.0% | +91.1% | +25.0% | +107.9% |
| 5Y | +88.4% | -30.3% | +118.7% | +79.1% |
| All | +98.5% | -5.8% | +104.3% | +85.4% |
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