+143.9%
DASH vs SCHG
+88.4%
+55.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -4.4% |
| 7D | -11.2% | -0.1% | -11.1% | -11.1% |
| 30D | -7.3% | -1.5% | -5.8% | -5.8% |
| 3M | +31.4% | +4.4% | +27.0% | +25.3% |
| 6M | +11.9% | +15.7% | -3.8% | -5.0% |
| YTD | -11.5% | +8.3% | -19.8% | -18.8% |
| 1Y | -20.0% | +14.2% | -34.2% | -30.5% |
| 3Y | +143.9% | +88.3% | +55.7% | +4.2% |
| All | +143.9% | +88.4% | +55.5% | +4.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling