+19.1%
DASH vs SM
+58.1%
-39.0%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.5% | -2.1% | -5.3% |
| 7D | -10.6% | +0.1% | -10.7% | -10.5% |
| 30D | +2.2% | +26.3% | -24.2% | +9.7% |
| 3M | +32.3% | +8.7% | +23.6% | +38.9% |
| 6M | +19.1% | +51.7% | -32.6% | +30.6% |
| All | +19.1% | +58.1% | -39.0% | +30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling