+7.4%
DASH vs SPY
+82.0%
-74.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.0% |
| 7D | -10.6% | +0.1% | -10.7% | -10.7% |
| 30D | +2.2% | +0.1% | +2.1% | +2.0% |
| 3M | +32.3% | +2.0% | +30.3% | +27.7% |
| 6M | +19.1% | +13.0% | +6.1% | -4.1% |
| YTD | -6.5% | +13.5% | -20.1% | -25.2% |
| 1Y | -14.9% | +20.0% | -34.9% | -38.1% |
| 3Y | +151.9% | +77.2% | +74.8% | -14.4% |
| All | +7.4% | +82.0% | -74.6% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling