+4.1%
DASH vs SCHG
+128.8%
-124.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -0.6% |
| 7D | -12.8% | -0.9% | -11.9% | -11.6% |
| 30D | -6.0% | -2.3% | -3.7% | -2.8% |
| 3M | +26.7% | +4.5% | +22.2% | +18.8% |
| 6M | +11.7% | +13.6% | -1.9% | -7.5% |
| YTD | -12.9% | +7.6% | -20.5% | -21.6% |
| 1Y | -23.1% | +13.0% | -36.2% | -35.7% |
| 3Y | +140.0% | +87.0% | +53.1% | -13.8% |
| 5Y | -5.1% | +82.9% | -87.9% | -62.4% |
| All | +4.1% | +128.8% | -124.7% | -71.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling