+113.0%
SPOT vs DASH
+8.6%
+104.4%
-76.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.6% | +1.5% | -1.1% |
| 7D | -0.9% | -10.6% | +9.6% | +4.2% |
| 30D | +12.5% | +2.2% | +10.3% | +11.3% |
| 3M | +9.9% | +32.3% | -22.4% | -4.1% |
| 6M | +1.6% | +19.1% | -17.6% | -7.8% |
| YTD | -6.6% | -6.5% | -0.1% | -5.3% |
| 1Y | -22.9% | -14.9% | -8.0% | -20.2% |
| 3Y | +244.3% | +151.9% | +92.3% | +103.7% |
| All | +113.0% | +8.6% | +104.4% | +44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling