-21.6%
SNOW vs DASH
-5.8%
-15.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.3% |
| 7D | +5.5% | -4.5% | +10.0% | +7.9% |
| 30D | -13.2% | -6.8% | -6.4% | -11.2% |
| 3M | -13.7% | -20.7% | +6.9% | -5.0% |
| 6M | +91.0% | +15.1% | +75.9% | +71.5% |
| YTD | +32.7% | -24.3% | +56.9% | +47.3% |
| 1Y | +13.3% | -12.1% | +25.4% | +16.0% |
| 3Y | +83.4% | +91.1% | -7.7% | +18.2% |
| 5Y | -24.7% | -30.3% | +5.6% | -34.5% |
| All | -21.6% | -5.8% | -15.9% | -41.0% |
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