+113.3%
SPOT vs DASH
-24.3%
+137.6%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.2% | +1.4% | -0.3% |
| 7D | -2.6% | -4.1% | +1.5% | -0.7% |
| 30D | +13.5% | -10.6% | +24.1% | +18.6% |
| 3M | +22.2% | -18.8% | +41.0% | +33.1% |
| 6M | +38.3% | +11.2% | +27.1% | +27.8% |
| YTD | +3.1% | -23.8% | +26.9% | +13.6% |
| 1Y | -7.6% | -12.2% | +4.6% | -5.6% |
| 3Y | +250.0% | +97.3% | +152.7% | +126.0% |
| 5Y | +113.3% | -29.8% | +143.2% | +99.6% |
| All | +113.3% | -24.3% | +137.6% | +99.6% |
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