+7.4%
DASH vs SYY
+18.7%
-11.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.4% | -4.1% |
| 7D | -10.6% | -2.3% | -8.3% | -9.7% |
| 30D | +2.2% | -4.9% | +7.1% | +4.4% |
| 3M | +32.3% | +8.4% | +23.9% | +27.8% |
| 6M | +19.1% | -7.4% | +26.5% | +22.2% |
| YTD | -6.5% | +11.0% | -17.5% | -13.5% |
| 1Y | -14.9% | -0.2% | -14.7% | -16.7% |
| 3Y | +151.9% | +23.8% | +128.2% | +103.3% |
| All | +7.4% | +18.7% | -11.2% | -7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling