+11.3%
SPYM vs DASH
-14.1%
+25.4%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | -0.2% |
| 7D | -0.6% | -2.8% | +2.2% | -0.2% |
| 30D | -3.7% | -9.3% | +5.6% | -2.7% |
| 3M | -2.7% | -15.1% | +12.3% | -1.2% |
| 6M | +2.2% | +8.7% | -6.5% | +0.8% |
| YTD | +10.9% | -21.3% | +32.2% | +11.4% |
| 1Y | +11.3% | -12.7% | +24.0% | +11.0% |
| All | +11.3% | -14.1% | +25.4% | +11.0% |
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