+2,362.5%
SNDK vs DASH
-9.9%
+2,372.4%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +0.7% | +5.4% | +6.0% |
| 7D | -17.5% | -4.8% | -12.7% | -16.1% |
| 30D | -44.0% | -7.9% | -36.0% | -42.6% |
| 3M | -26.9% | -16.3% | -10.5% | -23.8% |
| 6M | -43.3% | +10.4% | -53.6% | -46.9% |
| YTD | +273.5% | -20.1% | +293.6% | +307.7% |
| 1Y | +270.2% | -11.4% | +281.6% | +275.1% |
| All | +2,362.5% | -9.9% | +2,372.4% | +2,149.1% |
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