-5.9%
DASH vs SPY
+122.1%
-128.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.3% | -1.3% | -2.2% |
| 7D | -10.2% | -0.9% | -9.3% | -8.7% |
| 30D | -8.2% | -2.4% | -5.9% | -4.4% |
| 3M | -15.9% | -1.2% | -14.8% | -14.2% |
| 6M | +13.3% | +3.3% | +10.0% | +7.1% |
| YTD | -21.3% | +12.3% | -33.6% | -35.5% |
| 1Y | -11.1% | +12.4% | -23.6% | -27.5% |
| 3Y | +103.8% | +78.8% | +25.0% | -30.7% |
| 5Y | -21.6% | +75.2% | -96.8% | -70.4% |
| All | -5.9% | +122.1% | -128.1% | -75.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling