+260.6%
SPOT vs DASH
+94.3%
+166.3%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.1% | -1.7% | -1.8% |
| 7D | +1.6% | +0.4% | +1.2% | +1.1% |
| 30D | +17.6% | -6.0% | +23.6% | +19.6% |
| 3M | +26.9% | -15.8% | +42.7% | +34.3% |
| 6M | +41.8% | +7.0% | +34.8% | +35.7% |
| YTD | +3.8% | -20.7% | +24.5% | +11.1% |
| 1Y | -2.5% | -8.5% | +6.1% | -1.7% |
| 3Y | +260.6% | +101.8% | +158.8% | +198.9% |
| All | +260.6% | +94.3% | +166.3% | +198.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling