+101.8%
DASH vs SMR
+43.9%
+57.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +16.2% | -16.4% | -1.6% |
| 7D | +0.4% | -9.6% | +10.0% | +1.1% |
| 30D | -6.0% | -33.8% | +27.7% | -2.9% |
| 3M | -15.8% | -46.4% | +30.6% | -11.9% |
| 6M | +7.0% | -62.4% | +69.4% | +14.4% |
| YTD | -20.7% | -64.1% | +43.5% | -15.9% |
| 1Y | -8.5% | -84.3% | +75.8% | +3.3% |
| 3Y | +101.8% | +55.8% | +46.0% | +88.3% |
| All | +101.8% | +43.9% | +57.9% | +88.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling