+83.1%
SPYM vs DASH
+8.6%
+74.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.3% | +0.4% |
| 7D | +0.1% | -10.6% | +10.7% | +2.0% |
| 30D | +0.1% | +2.2% | -2.1% | -0.4% |
| 3M | +2.0% | +32.3% | -30.2% | -3.2% |
| 6M | +13.1% | +19.1% | -6.1% | +8.7% |
| YTD | +13.6% | -6.5% | +20.1% | +13.7% |
| 1Y | +20.1% | -14.9% | +35.0% | +21.4% |
| 3Y | +77.6% | +151.9% | -74.4% | +46.3% |
| All | +83.1% | +8.6% | +74.6% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling