+102.1%
DASH vs SIMO
+202.0%
-100.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -14.4% | +5.0% | -8.4% |
| 7D | +0.5% | -31.4% | +31.9% | +2.9% |
| 30D | -7.1% | -45.2% | +38.1% | -3.5% |
| 3M | -13.2% | -36.5% | +23.3% | -11.4% |
| 6M | +8.3% | -34.2% | +42.5% | +6.7% |
| YTD | -20.6% | +69.9% | -90.5% | -39.7% |
| 1Y | -24.4% | +60.4% | -84.8% | -41.6% |
| All | +102.1% | +202.0% | -100.0% | +17.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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