+123.8%
SPY vs DASH
-5.2%
+128.9%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | +0.1% |
| 7D | +3.3% | -4.1% | +7.4% | +3.9% |
| 30D | -2.7% | -10.6% | +7.9% | -1.3% |
| 3M | -1.7% | -18.8% | +17.0% | +0.9% |
| 6M | +3.1% | +11.2% | -8.1% | +0.6% |
| YTD | +11.9% | -23.8% | +35.7% | +15.0% |
| 1Y | +12.0% | -12.2% | +24.2% | +12.4% |
| 3Y | +78.2% | +97.3% | -19.1% | +57.5% |
| 5Y | +73.2% | -29.8% | +103.1% | +53.6% |
| All | +123.8% | -5.2% | +128.9% | +94.3% |
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