-7.0%
DASH vs SPYG
+63.1%
-70.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -1.4% |
| 7D | +0.4% | -3.6% | +4.0% | +5.9% |
| 30D | -6.0% | -11.2% | +5.1% | +10.8% |
| 3M | -15.8% | -8.1% | -7.7% | -5.6% |
| 6M | +7.0% | -3.3% | +10.3% | +10.2% |
| YTD | -20.7% | +5.5% | -26.2% | -28.3% |
| 1Y | -8.5% | +7.0% | -15.5% | -19.4% |
| 3Y | +101.8% | +89.5% | +12.3% | -34.4% |
| All | -7.0% | +63.1% | -70.1% | -58.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling