+4.8%
DASH vs SIMO
+360.5%
-355.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -9.6% | +17.9% | +9.7% |
| 7D | +17.2% | -16.9% | +34.0% | +19.9% |
| 30D | +3.6% | -35.4% | +38.9% | +9.7% |
| 3M | -1.9% | -31.9% | +30.0% | +1.7% |
| 6M | +15.1% | -19.3% | +34.4% | +10.6% |
| YTD | -12.3% | +98.5% | -110.8% | -37.1% |
| 1Y | -17.2% | +100.5% | -117.7% | -40.9% |
| 3Y | +114.7% | +254.1% | -139.4% | +22.9% |
| 5Y | -4.3% | +187.4% | -191.7% | -42.9% |
| All | +4.8% | +360.5% | -355.8% | -49.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling