-4.5%
DASH vs SEI
+828.4%
-833.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.4% | -7.7% | -0.1% |
| 7D | -4.8% | -4.3% | -0.5% | -4.9% |
| 30D | -7.9% | -18.0% | +10.1% | -6.9% |
| 3M | -16.3% | +8.2% | -24.6% | -18.5% |
| 6M | +10.4% | -13.9% | +24.3% | +9.2% |
| YTD | -20.1% | +37.0% | -57.1% | -26.7% |
| 1Y | -11.4% | +24.5% | -35.9% | -18.0% |
| 3Y | +114.1% | +681.1% | -567.0% | +43.4% |
| 5Y | -5.8% | +787.5% | -793.2% | -39.0% |
| All | -4.5% | +828.4% | -833.0% | -40.1% |
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