+153.0%
DASH vs SM
-7.7%
+160.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.1% | -4.4% |
| 7D | -10.6% | +0.1% | -10.7% | -10.6% |
| 30D | +2.2% | +26.3% | -24.2% | +0.1% |
| 3M | +32.3% | +8.7% | +23.6% | +31.0% |
| 6M | +19.1% | +51.7% | -32.6% | +10.7% |
| YTD | -6.5% | +99.0% | -105.6% | -17.7% |
| 1Y | -14.9% | +34.6% | -49.5% | -19.5% |
| All | +153.0% | -7.7% | +160.8% | +132.6% |
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