+11.7%
STM vs DASH
+105.6%
-93.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.7% |
| 7D | -7.9% | -2.8% | -5.1% | -7.2% |
| 30D | -14.1% | -9.3% | -4.9% | -12.3% |
| 3M | -17.6% | -15.1% | -2.5% | -15.0% |
| 6M | -24.2% | +8.7% | -33.0% | -27.3% |
| YTD | +73.3% | -21.3% | +94.6% | +82.9% |
| 1Y | +90.1% | -12.7% | +102.8% | +92.4% |
| All | +11.7% | +105.6% | -93.9% | -22.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling