-5.9%
DASH vs SPG
+254.8%
-260.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | -0.1% |
| 7D | -10.2% | +2.7% | -13.0% | -11.9% |
| 30D | -8.2% | +16.6% | -24.8% | -17.2% |
| 3M | -15.9% | +8.1% | -24.0% | -20.2% |
| 6M | +13.3% | +19.3% | -6.0% | 0.0% |
| YTD | -21.3% | +31.1% | -52.4% | -35.4% |
| 1Y | -11.1% | +32.8% | -43.9% | -27.9% |
| 3Y | +103.8% | +135.8% | -32.0% | +3.4% |
| 5Y | -21.6% | +85.1% | -106.7% | -56.8% |
| All | -5.9% | +254.8% | -260.7% | -61.3% |
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