+128.5%
SLV vs DASH
+108.9%
+19.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.5% | -2.0% | -3.2% |
| 7D | +3.7% | -2.8% | +6.4% | +4.0% |
| 30D | -15.2% | -9.3% | -5.9% | -14.0% |
| 3M | -21.8% | -15.1% | -6.7% | -20.1% |
| 6M | -36.3% | +8.7% | -45.1% | -37.6% |
| YTD | -27.8% | -21.3% | -6.6% | -26.2% |
| 1Y | +1.5% | -12.7% | +14.2% | +2.4% |
| 3Y | +128.5% | +103.8% | +24.7% | +98.3% |
| All | +128.5% | +108.9% | +19.6% | +98.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling