-0.2%
DASH vs SCHG
+82.9%
-83.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.8% | -4.5% | -4.2% |
| 7D | -11.2% | -0.1% | -11.1% | -11.1% |
| 30D | -7.3% | -1.5% | -5.8% | -5.3% |
| 3M | +31.4% | +4.4% | +27.0% | +23.4% |
| 6M | +11.9% | +15.7% | -3.8% | -10.0% |
| YTD | -11.5% | +8.3% | -19.8% | -21.2% |
| 1Y | -20.0% | +14.2% | -34.2% | -34.1% |
| 3Y | +143.9% | +88.3% | +55.7% | -14.3% |
| 5Y | -0.2% | +83.5% | -83.7% | -61.9% |
| All | -0.2% | +82.9% | -83.1% | -61.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling