-11.1%
DASH vs SCHG
+4.9%
-16.0%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.7% | -1.9% |
| 7D | -10.2% | -0.9% | -9.4% | -9.1% |
| 30D | -8.2% | -5.9% | -2.3% | -1.2% |
| 3M | -15.9% | -3.4% | -12.6% | -12.4% |
| 6M | +13.3% | +1.1% | +12.2% | +11.1% |
| YTD | -21.3% | +5.9% | -27.2% | -27.7% |
| 1Y | -11.1% | +4.6% | -15.8% | -18.2% |
| All | -11.1% | +4.9% | -16.0% | -18.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling