+7.9%
SNOW vs DASH
+8.6%
-0.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.6% | -0.8% | -2.9% |
| 7D | +2.8% | -10.6% | +13.4% | +9.1% |
| 30D | +6.4% | +2.2% | +4.3% | +4.7% |
| 3M | +38.1% | +32.3% | +5.8% | +16.6% |
| 6M | +100.4% | +19.1% | +81.3% | +78.7% |
| YTD | +53.7% | -6.5% | +60.2% | +56.2% |
| 1Y | +52.0% | -14.9% | +66.8% | +58.7% |
| 3Y | +114.7% | +151.9% | -37.3% | +13.7% |
| All | +7.9% | +8.6% | -0.7% | -24.6% |
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