-27.4%
SNOW vs DASH
-1.1%
-26.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -9.4% | +2.2% | -2.6% |
| 7D | -18.4% | +0.5% | -18.9% | -19.2% |
| 30D | -19.8% | -7.1% | -12.7% | -17.7% |
| 3M | -14.9% | -13.2% | -1.7% | -10.5% |
| 6M | +90.2% | +8.3% | +81.9% | +76.2% |
| YTD | +22.9% | -20.6% | +43.4% | +33.3% |
| 1Y | +1.8% | -24.4% | +26.2% | +11.2% |
| 3Y | +79.7% | +94.5% | -14.8% | +14.9% |
| 5Y | -26.1% | -9.4% | -16.7% | -41.9% |
| All | -27.4% | -1.1% | -26.3% | -46.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling