-25.7%
SNOW vs DASH
-1.3%
-24.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -9.9% | +0.4% | -10.2% | -10.7% |
| 30D | -17.1% | -6.0% | -11.1% | -15.4% |
| 3M | -13.2% | -15.8% | +2.5% | -7.3% |
| 6M | +97.4% | +7.0% | +90.5% | +84.1% |
| YTD | +25.8% | -20.7% | +46.4% | +36.5% |
| 1Y | +4.2% | -8.5% | +12.8% | +4.6% |
| 3Y | +91.3% | +101.8% | -10.5% | +19.9% |
| 5Y | -24.4% | -9.6% | -14.8% | -40.5% |
| All | -25.7% | -1.3% | -24.4% | -45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling