-12.1%
DASH vs SM
+84.2%
-96.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | -4.5% | +9.4% | -13.9% | -2.5% |
| 30D | -6.8% | -14.4% | +7.6% | -9.5% |
| 3M | -20.7% | +1.6% | -22.2% | -20.0% |
| 6M | +15.1% | +6.3% | +8.7% | +18.0% |
| YTD | -24.3% | +78.8% | -103.1% | -21.2% |
| 1Y | -12.1% | +83.1% | -95.3% | -9.1% |
| All | -12.1% | +84.2% | -96.4% | -9.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling