-18.4%
SNOW vs DASH
-18.7%
+0.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | +3.7% | -10.2% | +13.9% | +9.9% |
| 30D | -16.4% | -8.2% | -8.2% | -13.6% |
| 3M | -9.9% | -15.9% | +6.1% | -3.1% |
| 6M | +98.8% | +13.3% | +85.5% | +77.9% |
| YTD | +37.3% | -21.3% | +58.6% | +50.6% |
| 1Y | +11.0% | -11.1% | +22.2% | +13.1% |
| 3Y | +87.8% | +103.8% | -16.0% | +8.8% |
| 5Y | -18.4% | -21.6% | +3.2% | -14.5% |
| All | -18.4% | -18.7% | +0.3% | -14.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling