+5.8%
DASH vs SEI
+846.6%
-840.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +16.3% | -21.6% | -7.1% |
| 7D | -11.2% | +28.8% | -40.0% | -13.9% |
| 30D | -7.3% | +10.4% | -17.7% | -8.8% |
| 3M | +31.4% | -11.4% | +42.9% | +31.7% |
| 6M | +11.9% | +31.2% | -19.3% | +5.5% |
| YTD | -11.5% | +39.7% | -51.2% | -17.9% |
| 1Y | -20.0% | +149.0% | -169.0% | -32.2% |
| 3Y | +143.9% | +560.2% | -416.2% | +70.1% |
| 5Y | -0.2% | +955.7% | -955.9% | -35.9% |
| All | +5.8% | +846.6% | -840.8% | -32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 SEI 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