+7.4%
DASH vs SIMO
+269.6%
-262.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +8.7% | -13.3% | -6.0% |
| 7D | -10.6% | +4.2% | -14.8% | -11.3% |
| 30D | +2.2% | +4.1% | -1.9% | +0.8% |
| 3M | +32.3% | -12.9% | +45.1% | +31.8% |
| 6M | +19.1% | +110.3% | -91.2% | -8.6% |
| YTD | -6.5% | +178.6% | -185.1% | -35.6% |
| 1Y | -14.9% | +220.0% | -234.9% | -44.3% |
| 3Y | +151.9% | +409.0% | -257.1% | +35.5% |
| All | +7.4% | +269.6% | -262.2% | -33.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling