-29.3%
DASH vs SPMO
+114.1%
-143.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | +0.9% |
| 7D | -4.5% | +6.3% | -10.9% | -10.4% |
| 30D | -6.8% | -8.9% | +2.1% | +1.2% |
| 3M | -20.7% | -13.2% | -7.5% | -10.0% |
| 6M | +15.1% | -9.3% | +24.3% | +18.8% |
| YTD | -24.3% | +11.6% | -35.8% | -41.0% |
| 1Y | -12.1% | +13.4% | -25.5% | -33.2% |
| 3Y | +91.1% | +122.9% | -31.8% | -48.8% |
| All | -29.3% | +114.1% | -143.4% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling