+11.7%
DASH vs SPYG
+134.4%
-122.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.1% | -4.5% | -4.4% |
| 7D | -10.6% | +0.4% | -10.9% | -11.1% |
| 30D | +2.2% | -0.4% | +2.6% | +2.6% |
| 3M | +32.3% | +0.5% | +31.7% | +30.2% |
| 6M | +19.1% | +17.5% | +1.7% | -7.4% |
| YTD | -6.5% | +14.3% | -20.9% | -24.2% |
| 1Y | -14.9% | +21.7% | -36.6% | -37.3% |
| 3Y | +151.9% | +98.6% | +53.3% | -19.4% |
| 5Y | +9.4% | +85.1% | -75.7% | -58.0% |
| All | +11.7% | +134.4% | -122.7% | -70.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling