+101.8%
DASH vs SPMO
+116.1%
-14.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -1.2% |
| 7D | +0.4% | -8.7% | +9.1% | +6.5% |
| 30D | -6.0% | -18.7% | +12.6% | +7.5% |
| 3M | -15.8% | -16.4% | +0.7% | -5.8% |
| 6M | +7.0% | -11.9% | +18.8% | +10.0% |
| YTD | -20.7% | +4.9% | -25.6% | -32.0% |
| 1Y | -8.5% | +6.2% | -14.7% | -22.8% |
| 3Y | +101.8% | +115.1% | -13.3% | -24.0% |
| All | +101.8% | +116.1% | -14.3% | -24.0% |
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