+153.0%
DASH vs SPYG
+98.8%
+54.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.5% |
| 7D | -10.6% | +0.4% | -10.9% | -10.9% |
| 30D | +2.2% | -0.4% | +2.6% | +2.5% |
| 3M | +32.3% | +0.5% | +31.7% | +31.1% |
| 6M | +19.1% | +17.5% | +1.7% | -0.7% |
| YTD | -6.5% | +14.3% | -20.9% | -19.6% |
| 1Y | -14.9% | +21.7% | -36.6% | -31.5% |
| All | +153.0% | +98.8% | +54.2% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling