+765.8%
STX vs DASH
-1.3%
+767.1%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.2% |
| 7D | -28.5% | +0.4% | -28.9% | -28.6% |
| 30D | -42.9% | -6.0% | -36.9% | -42.4% |
| 3M | -45.9% | -15.8% | -30.2% | -44.7% |
| 6M | -41.3% | +7.0% | -48.3% | -43.1% |
| YTD | +67.9% | -20.7% | +88.6% | +71.3% |
| 1Y | +66.5% | -8.5% | +75.1% | +64.7% |
| 3Y | +588.0% | +101.8% | +486.2% | +479.7% |
| 5Y | +449.1% | -9.6% | +458.6% | +368.2% |
| All | +765.8% | -1.3% | +767.1% | +588.0% |
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 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