+82.3%
SPOT vs DASH
-2.1%
+84.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | +0.1% |
| 7D | +1.0% | -2.8% | +3.8% | +1.9% |
| 30D | +14.6% | -9.3% | +23.9% | +18.4% |
| 3M | +18.4% | -15.1% | +33.5% | +25.4% |
| 6M | +45.1% | +8.7% | +36.4% | +37.0% |
| YTD | +4.4% | -21.3% | +25.7% | +12.2% |
| 1Y | -2.7% | -12.7% | +10.0% | -0.4% |
| 3Y | +254.6% | +103.8% | +150.8% | +145.9% |
| 5Y | +124.8% | -16.8% | +141.6% | +78.9% |
| All | +82.3% | -2.1% | +84.4% | +40.5% |
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