+121.6%
SPY vs DASH
-2.1%
+123.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.1% |
| 7D | -0.6% | -2.8% | +2.2% | -0.2% |
| 30D | -3.7% | -9.3% | +5.6% | -2.5% |
| 3M | -2.7% | -15.1% | +12.3% | -0.8% |
| 6M | +2.2% | +8.7% | -6.6% | +0.1% |
| YTD | +10.8% | -21.3% | +32.1% | +13.3% |
| 1Y | +11.2% | -12.7% | +23.9% | +11.8% |
| 3Y | +76.5% | +103.8% | -27.3% | +55.3% |
| 5Y | +72.9% | -16.8% | +89.7% | +51.7% |
| All | +121.6% | -2.1% | +123.7% | +91.5% |
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