+122.5%
SPY vs DASH
-0.6%
+123.0%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.6% | +2.3% |
| 7D | +0.1% | -4.8% | +4.9% | +0.7% |
| 30D | -3.3% | -7.9% | +4.6% | -2.4% |
| 3M | -2.4% | -16.3% | +13.9% | -0.2% |
| 6M | +2.6% | +10.4% | -7.8% | +0.2% |
| YTD | +11.2% | -20.1% | +31.3% | +13.5% |
| 1Y | +13.4% | -11.4% | +24.8% | +13.7% |
| 3Y | +79.9% | +114.1% | -34.2% | +57.2% |
| 5Y | +72.2% | -5.8% | +77.9% | +49.9% |
| All | +122.5% | -0.6% | +123.0% | +91.8% |
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