+75.0%
SPYM vs DASH
+94.5%
-19.6%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -9.4% | +5.0% | -2.7% |
| 7D | -4.7% | +0.5% | -5.2% | -4.9% |
| 30D | -5.9% | -7.1% | +1.2% | -4.9% |
| 3M | -4.5% | -13.2% | +8.7% | -2.5% |
| 6M | +1.9% | +8.3% | -6.4% | -0.8% |
| YTD | +8.4% | -20.6% | +29.0% | +11.8% |
| 1Y | +9.4% | -24.4% | +33.9% | +13.4% |
| All | +75.0% | +94.5% | -19.6% | +45.8% |
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