-5.9%
DASH vs SM
+494.3%
-500.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.4% | -2.9% | -1.7% |
| 7D | -2.8% | -19.5% | +16.7% | -0.6% |
| 30D | -9.3% | -20.2% | +10.9% | -7.3% |
| 3M | -15.1% | -6.5% | -8.6% | -15.3% |
| 6M | +8.7% | +1.6% | +7.2% | +6.0% |
| YTD | -21.3% | +61.2% | -82.5% | -29.7% |
| 1Y | -12.7% | +65.4% | -78.0% | -22.4% |
| 3Y | +103.8% | -13.0% | +116.8% | +93.8% |
| 5Y | -16.8% | -4.3% | -12.5% | -23.4% |
| All | -5.9% | +494.3% | -500.2% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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