+101.8%
DASH vs SPXU
-79.5%
+181.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | -0.5% |
| 7D | +0.4% | +7.6% | -7.2% | +4.7% |
| 30D | -6.0% | +17.5% | -23.6% | +2.1% |
| 3M | -15.8% | +14.7% | -30.4% | -9.0% |
| 6M | +7.0% | -0.1% | +7.0% | +9.9% |
| YTD | -20.7% | -19.8% | -0.9% | -24.5% |
| 1Y | -8.5% | -23.7% | +15.2% | -14.6% |
| 3Y | +101.8% | -79.5% | +181.3% | +12.4% |
| All | +101.8% | -79.5% | +181.3% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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