+5.8%
DASH vs SPYG
+133.3%
-127.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -4.6% |
| 7D | -11.2% | +1.2% | -12.4% | -12.7% |
| 30D | -7.3% | -1.6% | -5.8% | -5.4% |
| 3M | +31.4% | +3.4% | +28.1% | +24.5% |
| 6M | +11.9% | +18.9% | -7.0% | -14.6% |
| YTD | -11.5% | +13.8% | -25.3% | -27.8% |
| 1Y | -20.0% | +20.6% | -40.6% | -40.2% |
| 3Y | +143.9% | +100.5% | +43.4% | -23.3% |
| 5Y | -0.2% | +84.6% | -84.8% | -61.5% |
| All | +5.8% | +133.3% | -127.5% | -71.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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