-8.9%
DASH vs SPMO
+175.9%
-184.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -4.1% | +9.8% | -13.9% | -13.1% |
| 30D | -10.6% | -9.2% | -1.4% | -2.2% |
| 3M | -18.8% | -11.0% | -7.8% | -9.9% |
| 6M | +11.2% | -6.6% | +17.8% | +11.3% |
| YTD | -23.8% | +13.3% | -37.1% | -41.6% |
| 1Y | -12.2% | +12.7% | -24.8% | -32.4% |
| 3Y | +97.3% | +127.5% | -30.2% | -47.4% |
| 5Y | -29.8% | +117.4% | -147.2% | -79.6% |
| All | -8.9% | +175.9% | -184.8% | -82.2% |
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