-5.2%
DASH vs SYY
+17.4%
-22.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.2% | -2.3% | -0.9% |
| 7D | +0.4% | -7.3% | +7.7% | +3.1% |
| 30D | -6.0% | +0.1% | -6.1% | -6.2% |
| 3M | -15.8% | -8.2% | -7.5% | -13.3% |
| 6M | +7.0% | +6.3% | +0.7% | +4.4% |
| YTD | -20.7% | +7.3% | -28.0% | -24.7% |
| 1Y | -8.5% | +8.5% | -17.0% | -13.7% |
| 3Y | +101.8% | +24.9% | +76.9% | +69.6% |
| 5Y | -9.6% | +8.0% | -17.6% | -16.0% |
| All | -5.2% | +17.4% | -22.6% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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