+91.1%
DASH vs SPMO
+124.5%
-33.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.4% |
| 7D | -4.5% | +6.3% | -10.9% | -8.4% |
| 30D | -6.8% | -8.9% | +2.1% | -1.4% |
| 3M | -20.7% | -13.2% | -7.5% | -13.5% |
| 6M | +15.1% | -9.3% | +24.3% | +17.6% |
| YTD | -24.3% | +11.6% | -35.8% | -37.7% |
| 1Y | -12.1% | +13.4% | -25.5% | -29.1% |
| 3Y | +91.1% | +122.9% | -31.8% | -24.3% |
| All | +91.1% | +124.5% | -33.5% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling