-21.6%
SNOW vs DASH
-0.6%
-21.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.2% |
| 7D | +0.2% | -4.8% | +5.0% | +2.3% |
| 30D | -21.1% | -7.9% | -13.2% | -18.7% |
| 3M | -11.9% | -16.3% | +4.4% | -5.6% |
| 6M | +91.0% | +10.4% | +80.6% | +75.2% |
| YTD | +32.7% | -20.1% | +52.8% | +43.6% |
| 1Y | +10.8% | -11.4% | +22.2% | +13.1% |
| 3Y | +86.2% | +114.1% | -27.9% | +13.2% |
| 5Y | -22.7% | -5.8% | -17.0% | -40.2% |
| All | -21.6% | -0.6% | -21.0% | -42.5% |
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