+75.0%
SPY vs DASH
+94.3%
-19.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.3% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | -5.4% | -6.0% | +0.7% | -4.5% |
| 3M | -4.1% | -15.8% | +11.7% | -1.5% |
| 6M | +0.7% | +7.0% | -6.3% | -1.7% |
| YTD | +8.7% | -20.7% | +29.3% | +12.2% |
| 1Y | +10.9% | -8.5% | +19.4% | +10.5% |
| 3Y | +75.0% | +101.8% | -26.8% | +45.5% |
| All | +75.0% | +94.3% | -19.3% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling