+476.2%
STX vs DASH
-30.7%
+506.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.6% | -2.5% | -3.0% |
| 7D | +14.6% | -4.5% | +19.1% | +15.6% |
| 30D | -26.0% | -6.8% | -19.2% | -25.1% |
| 3M | -42.6% | -20.7% | -21.9% | -40.5% |
| 6M | -35.3% | +15.1% | -50.3% | -38.5% |
| YTD | +92.5% | -24.3% | +116.7% | +98.7% |
| 1Y | +102.4% | -12.1% | +114.5% | +101.2% |
| 3Y | +673.8% | +91.1% | +582.8% | +539.9% |
| All | +476.2% | -30.7% | +506.9% | +332.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling