-9.4%
DASH vs SIMO
+144.7%
-154.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -14.4% | +5.0% | -7.4% |
| 7D | +0.5% | -31.4% | +31.9% | +5.5% |
| 30D | -7.1% | -45.2% | +38.1% | +0.5% |
| 3M | -13.2% | -36.5% | +23.3% | -9.4% |
| 6M | +8.3% | -34.2% | +42.5% | +7.7% |
| YTD | -20.6% | +69.9% | -90.5% | -42.1% |
| 1Y | -24.4% | +60.4% | -84.8% | -43.9% |
| 3Y | +94.5% | +203.1% | -108.6% | +11.4% |
| 5Y | -9.4% | +145.4% | -154.9% | -40.4% |
| All | -9.4% | +144.7% | -154.1% | -40.4% |
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