+98.3%
STM vs DASH
-13.3%
+111.6%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +0.6% |
| 7D | +12.0% | -4.5% | +16.6% | +12.4% |
| 30D | -0.4% | -6.8% | +6.4% | +0.5% |
| 3M | -13.2% | -20.7% | +7.5% | -12.1% |
| 6M | -26.1% | +15.1% | -41.1% | -27.1% |
| YTD | +81.2% | -24.3% | +105.5% | +90.9% |
| 1Y | +98.3% | -12.1% | +110.5% | +99.0% |
| All | +98.3% | -13.3% | +111.6% | +99.0% |
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