+57.4%
STM vs DASH
+20.0%
+37.4%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -4.6% | +6.5% | +1.6% |
| 7D | +5.8% | -10.6% | +16.4% | +5.2% |
| 30D | -1.0% | +2.2% | -3.2% | -1.1% |
| 3M | -33.3% | +32.3% | -65.5% | -32.8% |
| 6M | +57.4% | +19.1% | +38.2% | +64.6% |
| All | +57.4% | +20.0% | +37.4% | +64.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling