+102.1%
DASH vs SM
-20.8%
+122.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.6% | -4.8% | -9.2% |
| 7D | +0.5% | -25.1% | +25.7% | +1.6% |
| 30D | -7.1% | -15.6% | +8.5% | -6.9% |
| 3M | -13.2% | +2.7% | -15.9% | -14.5% |
| 6M | +8.3% | -3.8% | +12.1% | +6.3% |
| YTD | -20.6% | +61.8% | -82.4% | -29.6% |
| 1Y | -24.4% | +71.4% | -95.8% | -34.0% |
| All | +102.1% | -20.8% | +122.9% | +86.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling