-5.2%
DASH vs SPG
+245.2%
-250.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.7% |
| 7D | +0.4% | +4.9% | -4.5% | -2.6% |
| 30D | -6.0% | +15.6% | -21.7% | -14.7% |
| 3M | -15.8% | +4.1% | -19.8% | -17.9% |
| 6M | +7.0% | +13.6% | -6.6% | -2.3% |
| YTD | -20.7% | +27.5% | -48.2% | -33.6% |
| 1Y | -8.5% | +32.2% | -40.8% | -25.6% |
| 3Y | +101.8% | +126.0% | -24.2% | +5.6% |
| 5Y | -9.6% | +74.7% | -84.3% | -48.8% |
| All | -5.2% | +245.2% | -250.4% | -60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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