+8.4%
SNOW vs DASH
-12.8%
+21.2%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.7% | +4.8% | +5.2% |
| 7D | +0.2% | -4.8% | +5.0% | +2.0% |
| 30D | -21.1% | -7.9% | -13.2% | -18.6% |
| 3M | -11.9% | -16.3% | +4.4% | -5.7% |
| 6M | +91.0% | +10.4% | +80.6% | +74.7% |
| YTD | +32.7% | -20.1% | +52.8% | +41.5% |
| All | +8.4% | -12.8% | +21.2% | +10.9% |
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 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