-5.9%
DASH vs SPMO
+175.9%
-181.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -3.7% |
| 7D | -10.2% | +1.8% | -12.0% | -12.0% |
| 30D | -8.2% | -10.0% | +1.8% | +1.4% |
| 3M | -15.9% | -9.4% | -6.5% | -8.5% |
| 6M | +13.3% | -7.7% | +21.0% | +15.1% |
| YTD | -21.3% | +13.3% | -34.6% | -39.7% |
| 1Y | -11.1% | +12.7% | -23.8% | -31.6% |
| 3Y | +103.8% | +127.5% | -23.7% | -45.7% |
| 5Y | -21.6% | +119.7% | -141.3% | -77.5% |
| All | -5.9% | +175.9% | -181.8% | -81.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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