-4.5%
DASH vs SPMO
+166.6%
-171.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.4% | -3.7% | -3.8% |
| 7D | -4.8% | -1.9% | -2.9% | -3.0% |
| 30D | -7.9% | -14.1% | +6.2% | +6.9% |
| 3M | -16.3% | -13.1% | -3.2% | -4.8% |
| 6M | +10.4% | -9.4% | +19.8% | +13.8% |
| YTD | -20.1% | +9.5% | -29.6% | -36.5% |
| 1Y | -11.4% | +10.5% | -21.9% | -30.8% |
| 3Y | +114.1% | +124.4% | -10.3% | -42.7% |
| 5Y | -5.8% | +110.5% | -116.3% | -71.7% |
| All | -4.5% | +166.6% | -171.1% | -80.6% |
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