+111.1%
SLV vs DASH
-1.1%
+112.3%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.4% | +8.9% | +0.2% |
| 7D | -0.7% | +0.5% | -1.3% | -0.8% |
| 30D | -15.4% | -7.1% | -8.3% | -15.0% |
| 3M | -16.3% | -13.2% | -3.1% | -15.6% |
| 6M | -28.8% | +8.3% | -37.1% | -29.4% |
| YTD | -27.1% | -20.6% | -6.6% | -26.5% |
| 1Y | +7.5% | -24.4% | +31.9% | +8.6% |
| 3Y | +121.2% | +94.5% | +26.6% | +112.3% |
| 5Y | +110.0% | -9.4% | +119.4% | +98.8% |
| All | +111.1% | -1.1% | +112.3% | +96.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling