-7.0%
DASH vs SPY
+67.4%
-74.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.5% | -0.7% |
| 7D | +0.4% | -2.7% | +3.1% | +5.7% |
| 30D | -6.0% | -5.4% | -0.7% | +3.7% |
| 3M | -15.8% | -4.1% | -11.7% | -9.2% |
| 6M | +7.0% | +0.7% | +6.3% | +5.5% |
| YTD | -20.7% | +8.7% | -29.3% | -31.4% |
| 1Y | -8.5% | +10.9% | -19.4% | -23.9% |
| 3Y | +101.8% | +75.0% | +26.8% | -31.8% |
| All | -7.0% | +67.4% | -74.4% | -63.5% |
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