+455.7%
STX vs DASH
-12.0%
+467.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.3% | -9.4% | -6.9% | -14.5% |
| 7D | -33.4% | +0.5% | -33.9% | -33.5% |
| 30D | -42.1% | -7.1% | -35.0% | -41.4% |
| 3M | -44.3% | -13.2% | -31.1% | -43.2% |
| 6M | -39.4% | +8.3% | -47.7% | -41.7% |
| YTD | +70.0% | -20.6% | +90.5% | +73.9% |
| 1Y | +70.2% | -24.4% | +94.6% | +74.7% |
| 3Y | +585.2% | +94.5% | +490.6% | +464.5% |
| 5Y | +455.7% | -9.4% | +465.1% | +349.2% |
| All | +455.7% | -12.0% | +467.6% | +349.2% |
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 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