+11.7%
DASH vs SPGI
+47.2%
-35.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.6% | -3.1% | -3.4% |
| 7D | -10.6% | +0.1% | -10.7% | -10.8% |
| 30D | +2.2% | +8.4% | -6.3% | -4.1% |
| 3M | +32.3% | +11.8% | +20.4% | +19.8% |
| 6M | +19.1% | +5.7% | +13.4% | +13.2% |
| YTD | -6.5% | -9.7% | +3.2% | -1.0% |
| 1Y | -14.9% | -12.5% | -2.4% | -8.5% |
| 3Y | +151.9% | +21.8% | +130.1% | +95.3% |
| 5Y | +9.4% | +8.2% | +1.3% | -17.2% |
| All | +11.7% | +47.2% | -35.5% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 all: compounded portfolio wealth divided by compounded SPGI 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…
all analysis · Full analysis span regression · 6 months rolling