-5.2%
DASH vs SPXS
-92.1%
+86.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.6% |
| 7D | +0.4% | +7.5% | -7.1% | +5.8% |
| 30D | -6.0% | +17.5% | -23.5% | +4.4% |
| 3M | -15.8% | +14.7% | -30.4% | -7.2% |
| 6M | +7.0% | -0.1% | +7.1% | +10.3% |
| YTD | -20.7% | -19.7% | -0.9% | -26.1% |
| 1Y | -8.5% | -23.6% | +15.1% | -16.8% |
| 3Y | +101.8% | -79.2% | +181.0% | -2.6% |
| 5Y | -9.6% | -81.7% | +72.2% | -42.6% |
| All | -5.2% | -92.1% | +86.9% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 all: compounded portfolio wealth divided by compounded SPXS 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…
all analysis · Full analysis span regression · 6 months rolling