+4,733.3%
SNDK vs DASH
+5.4%
+4,727.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -4.6% | +16.5% | +13.0% |
| 7D | +17.2% | -10.6% | +27.7% | +20.3% |
| 30D | +28.8% | +2.2% | +26.7% | +27.3% |
| 3M | -1.1% | +32.3% | -33.4% | -11.5% |
| 6M | +190.5% | +19.1% | +171.3% | +166.4% |
| YTD | +633.0% | -6.5% | +639.5% | +668.6% |
| 1Y | +2,684.0% | -14.9% | +2,698.9% | +3,004.2% |
| All | +4,733.3% | +5.4% | +4,727.9% | +4,139.9% |
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