+11.7%
DASH vs SCHG
+132.2%
-120.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.9% | -3.8% | -3.3% |
| 7D | -10.6% | -0.7% | -9.9% | -9.6% |
| 30D | +2.2% | +0.2% | +1.9% | +1.6% |
| 3M | +32.3% | +2.2% | +30.0% | +27.9% |
| 6M | +19.1% | +15.0% | +4.1% | -3.3% |
| YTD | -6.5% | +9.2% | -15.7% | -17.7% |
| 1Y | -14.9% | +15.7% | -30.6% | -31.3% |
| 3Y | +151.9% | +87.3% | +64.7% | -9.5% |
| 5Y | +9.4% | +84.5% | -75.0% | -57.3% |
| All | +11.7% | +132.2% | -120.4% | -70.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling