+74.0%
DASH vs SMR
-48.0%
+122.0%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -10.2% | +1.9% | -12.2% | -10.5% |
| 30D | -8.2% | -21.9% | +13.7% | -6.2% |
| 3M | -15.9% | -47.1% | +31.2% | -11.4% |
| 6M | +13.3% | -60.6% | +74.0% | +21.7% |
| YTD | -21.3% | -63.1% | +41.8% | -16.2% |
| 1Y | -11.1% | -80.4% | +69.3% | 0.0% |
| 3Y | +103.8% | +150.2% | -46.4% | +56.5% |
| All | +74.0% | -48.0% | +122.0% | +40.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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