+37.3%
SOFI vs DASH
+27.0%
+10.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.7% | +2.6% | +3.0% |
| 7D | +0.9% | -4.8% | +5.7% | +3.4% |
| 30D | +6.0% | -7.9% | +13.9% | +10.2% |
| 3M | -8.9% | -16.3% | +7.5% | -1.0% |
| 6M | +6.3% | +10.4% | -4.0% | -1.4% |
| YTD | -36.0% | -20.1% | -15.9% | -30.0% |
| 1Y | -40.6% | -11.4% | -29.2% | -39.0% |
| 3Y | +144.5% | +114.1% | +30.4% | +57.6% |
| 5Y | -24.3% | -5.8% | -18.6% | -38.1% |
| All | +37.3% | +27.0% | +10.3% | -12.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling