+92.2%
DASH vs SYY
+23.1%
+69.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.3% | -3.1% |
| 7D | -4.1% | +1.3% | -5.4% | -4.2% |
| 30D | -10.6% | -3.5% | -7.1% | -10.3% |
| 3M | -18.8% | -9.3% | -9.4% | -18.3% |
| 6M | +11.2% | +5.9% | +5.3% | +11.6% |
| YTD | -23.8% | +6.5% | -30.3% | -24.2% |
| 1Y | -12.2% | +4.0% | -16.2% | -12.5% |
| All | +92.2% | +23.1% | +69.2% | +71.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling