-5.9%
DASH vs SPG
+254.4%
-260.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.6% | -2.1% | -1.9% |
| 7D | -2.8% | +5.6% | -8.3% | -6.2% |
| 30D | -9.3% | +17.6% | -26.9% | -18.6% |
| 3M | -15.1% | +7.5% | -22.5% | -19.1% |
| 6M | +8.7% | +18.5% | -9.8% | -3.6% |
| YTD | -21.3% | +30.9% | -52.2% | -35.3% |
| 1Y | -12.7% | +34.1% | -46.8% | -29.6% |
| 3Y | +103.8% | +135.5% | -31.7% | +3.5% |
| 5Y | -16.8% | +86.5% | -103.3% | -54.3% |
| All | -5.9% | +254.4% | -260.3% | -61.2% |
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