+84.8%
SPOT vs DASH
-1.1%
+86.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -9.4% | +7.3% | +1.7% |
| 7D | +10.3% | +0.5% | +9.7% | +9.6% |
| 30D | +25.9% | -7.1% | +32.9% | +28.8% |
| 3M | +27.4% | -13.2% | +40.6% | +33.5% |
| 6M | +46.5% | +8.3% | +38.2% | +38.5% |
| YTD | +5.8% | -20.6% | +26.4% | +13.3% |
| 1Y | -0.9% | -24.4% | +23.5% | +6.6% |
| 3Y | +261.5% | +94.5% | +166.9% | +155.4% |
| 5Y | +112.6% | -9.4% | +122.0% | +65.8% |
| All | +84.8% | -1.1% | +86.0% | +41.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling