+7.4%
DASH vs SPG
+102.5%
-95.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.0% | -3.6% | -3.9% |
| 7D | -10.6% | -2.4% | -8.2% | -8.9% |
| 30D | +2.2% | -6.8% | +9.0% | +7.7% |
| 3M | +32.3% | +2.7% | +29.6% | +29.0% |
| 6M | +19.1% | +5.5% | +13.7% | +13.2% |
| YTD | -6.5% | +15.7% | -22.2% | -17.7% |
| 1Y | -14.9% | +20.9% | -35.8% | -28.2% |
| 3Y | +151.9% | +112.4% | +39.6% | +22.2% |
| All | +7.4% | +102.5% | -95.1% | -45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling