+127.1%
SPY vs DASH
+16.3%
+110.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | +0.3% |
| 7D | +0.1% | -10.6% | +10.7% | +1.7% |
| 30D | +0.1% | +2.2% | -2.1% | -0.3% |
| 3M | +2.0% | +32.3% | -30.3% | -2.5% |
| 6M | +13.0% | +19.1% | -6.1% | +9.3% |
| YTD | +13.5% | -6.5% | +20.1% | +13.6% |
| 1Y | +20.0% | -14.9% | +34.9% | +21.1% |
| 3Y | +77.2% | +151.9% | -74.8% | +51.3% |
| 5Y | +81.9% | +9.4% | +72.4% | +55.3% |
| All | +127.1% | +16.3% | +110.7% | +91.9% |
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