-9.4%
DASH vs SPY
+67.0%
-76.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.4% | -5.0% | -1.7% |
| 7D | +0.5% | -4.7% | +5.2% | +9.6% |
| 30D | -7.1% | -5.9% | -1.2% | +3.5% |
| 3M | -13.2% | -4.5% | -8.7% | -5.7% |
| 6M | +8.3% | +1.8% | +6.5% | +4.8% |
| YTD | -20.6% | +8.3% | -28.9% | -30.9% |
| 1Y | -24.4% | +9.3% | -33.7% | -35.3% |
| 3Y | +94.5% | +74.9% | +19.7% | -34.2% |
| 5Y | -9.4% | +67.3% | -76.7% | -64.3% |
| All | -9.4% | +67.0% | -76.4% | -64.3% |
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