+11.7%
DASH vs SPY
+124.6%
-112.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.8% |
| YTD | -6.5% | +13.5% | -20.1% | -25.0% |
| 1Y | -14.9% | +20.0% | -34.9% | -37.8% |
| 3Y | +151.9% | +77.2% | +74.8% | -12.0% |
| 5Y | +9.4% | +81.9% | -72.4% | -61.0% |
| All | +11.7% | +124.6% | -112.9% | -70.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling