+11.7%
DASH vs SM
+633.6%
-621.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.1% | -4.3% |
| 7D | -10.6% | +0.1% | -10.7% | -10.6% |
| 30D | +2.2% | +26.3% | -24.2% | -1.2% |
| 3M | +32.3% | +8.7% | +23.6% | +29.7% |
| 6M | +19.1% | +51.7% | -32.6% | +9.8% |
| YTD | -6.5% | +99.0% | -105.6% | -17.9% |
| 1Y | -14.9% | +34.6% | -49.5% | -20.6% |
| 3Y | +151.9% | -7.8% | +159.7% | +140.8% |
| 5Y | +9.4% | +104.8% | -95.3% | -6.6% |
| All | +11.7% | +633.6% | -621.8% | -27.2% |
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