+14.8%
SPYM vs DASH
-16.7%
+31.5%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +8.3% | -6.7% | +0.9% |
| 7D | -0.7% | +17.2% | -17.9% | -2.2% |
| 30D | -1.1% | +3.6% | -4.6% | -1.4% |
| 3M | -0.3% | -1.9% | +1.5% | -0.3% |
| 6M | +7.3% | +15.1% | -7.7% | +5.3% |
| YTD | +13.4% | -12.3% | +25.7% | +12.7% |
| 1Y | +14.8% | -17.2% | +32.1% | +14.4% |
| All | +14.8% | -16.7% | +31.5% | +14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling