+4.2%
SNOW vs DASH
-15.0%
+19.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -9.9% | +0.4% | -10.2% | -10.4% |
| 30D | -17.1% | -6.0% | -11.1% | -15.3% |
| 3M | -13.2% | -15.8% | +2.5% | -7.6% |
| 6M | +97.4% | +7.0% | +90.5% | +84.1% |
| YTD | +25.8% | -20.7% | +46.4% | +33.8% |
| 1Y | +4.2% | -8.5% | +12.8% | +5.3% |
| All | +4.2% | -15.0% | +19.2% | +5.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling