+2,402.0%
SNDK vs DASH
-21.8%
+2,423.8%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.6% | +3.1% | +1.6% |
| 7D | +13.6% | -12.8% | +26.4% | +14.2% |
| 30D | +42.5% | -6.0% | +48.5% | +42.5% |
| 3M | +7.1% | +26.7% | -19.6% | +1.6% |
| 6M | +199.7% | +11.7% | +188.0% | +191.1% |
| YTD | +643.2% | -12.9% | +656.1% | +732.0% |
| 1Y | +2,402.0% | -23.1% | +2,425.1% | +3,367.6% |
| All | +2,402.0% | -21.8% | +2,423.8% | +3,367.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling