-20.0%
DASH vs SPMO
+29.0%
-49.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +0.5% | -5.8% | -5.5% |
| 7D | -11.2% | +3.4% | -14.6% | -12.0% |
| 30D | -7.3% | +0.5% | -7.8% | -7.6% |
| 3M | +31.4% | +1.9% | +29.5% | +28.3% |
| 6M | +11.9% | +27.8% | -15.9% | -11.4% |
| YTD | -11.5% | +26.7% | -38.2% | -28.8% |
| 1Y | -20.0% | +28.9% | -48.9% | -36.2% |
| All | -20.0% | +29.0% | -49.0% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling