+83.2%
SPOT vs DASH
-2.1%
+85.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -3.0% | -10.2% | +7.3% | +1.2% |
| 30D | +15.2% | -8.2% | +23.4% | +18.5% |
| 3M | +21.6% | -15.9% | +37.5% | +29.2% |
| 6M | +45.2% | +13.3% | +31.9% | +34.8% |
| YTD | +4.9% | -21.3% | +26.2% | +12.8% |
| 1Y | -4.8% | -11.1% | +6.4% | -3.2% |
| 3Y | +256.3% | +103.8% | +152.5% | +147.1% |
| 5Y | +120.2% | -21.6% | +141.8% | +77.3% |
| All | +83.2% | -2.1% | +85.3% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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