+67.4%
DASH vs SMR
-53.6%
+121.1%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.3% |
| 7D | -4.5% | -8.3% | +3.7% | -3.8% |
| 30D | -6.8% | -20.1% | +13.3% | -4.9% |
| 3M | -20.7% | -52.7% | +32.0% | -15.5% |
| 6M | +15.1% | -61.0% | +76.1% | +23.7% |
| YTD | -24.3% | -67.1% | +42.8% | -18.5% |
| 1Y | -12.1% | -79.9% | +67.7% | -1.4% |
| 3Y | +91.1% | +101.7% | -10.7% | +50.8% |
| All | +67.4% | -53.6% | +121.1% | +36.5% |
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