+11.7%
DASH vs SPXS
-93.1%
+104.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.3% | -5.9% | -3.9% |
| 7D | -10.6% | -0.1% | -10.5% | -10.5% |
| 30D | +2.2% | +0.8% | +1.3% | +2.7% |
| 3M | +32.3% | -4.7% | +37.0% | +30.6% |
| 6M | +19.1% | -29.6% | +48.7% | +0.2% |
| YTD | -6.5% | -29.8% | +23.3% | -20.7% |
| 1Y | -14.9% | -38.9% | +24.0% | -32.3% |
| 3Y | +151.9% | -79.6% | +231.6% | +21.5% |
| 5Y | +9.4% | -85.9% | +95.4% | -39.7% |
| All | +11.7% | -93.1% | +104.8% | -54.6% |
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