+6.1%
DASH vs SCHG
+127.8%
-121.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +2.6% |
| 7D | -9.4% | -2.7% | -6.7% | -5.6% |
| 30D | -5.2% | -2.2% | -3.0% | -2.1% |
| 3M | +33.1% | +6.2% | +27.0% | +21.9% |
| 6M | +18.3% | +13.4% | +4.9% | -1.8% |
| YTD | -11.2% | +7.1% | -18.3% | -19.6% |
| 1Y | -21.9% | +12.5% | -34.4% | -34.2% |
| 3Y | +144.7% | +86.2% | +58.5% | -11.6% |
| 5Y | -4.4% | +83.9% | -88.4% | -62.5% |
| All | +6.1% | +127.8% | -121.7% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SCHG 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling