+169.1%
SLV vs DASH
+16.3%
+152.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.6% | +3.4% | -0.9% |
| 7D | -0.3% | -10.6% | +10.2% | +0.4% |
| 30D | +6.7% | +2.2% | +4.5% | +6.5% |
| 3M | -10.7% | +32.3% | -43.0% | -12.5% |
| 6M | -20.6% | +19.1% | -39.7% | -21.8% |
| YTD | -7.1% | -6.5% | -0.6% | -7.2% |
| 1Y | +62.0% | -14.9% | +76.9% | +62.4% |
| 3Y | +169.8% | +151.9% | +17.9% | +155.3% |
| 5Y | +161.5% | +9.4% | +152.0% | +145.0% |
| All | +169.1% | +16.3% | +152.8% | +147.9% |
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