-4.5%
DASH vs SPY
+120.0%
-124.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.4% | -1.6% | -3.3% |
| 7D | -4.8% | +0.1% | -4.9% | -4.6% |
| 30D | -7.9% | -3.3% | -4.6% | -2.3% |
| 3M | -16.3% | -2.4% | -13.9% | -12.7% |
| 6M | +10.4% | +2.6% | +7.8% | +5.7% |
| YTD | -20.1% | +11.2% | -31.3% | -33.5% |
| 1Y | -11.4% | +13.4% | -24.8% | -28.8% |
| 3Y | +114.1% | +79.9% | +34.2% | -28.2% |
| 5Y | -5.8% | +72.2% | -77.9% | -63.6% |
| All | -4.5% | +120.0% | -124.6% | -74.2% |
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