+118.2%
SPYM vs DASH
-1.3%
+119.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.3% |
| 7D | -2.7% | +0.4% | -3.1% | -2.8% |
| 30D | -5.4% | -6.0% | +0.7% | -4.7% |
| 3M | -4.1% | -15.8% | +11.7% | -2.0% |
| 6M | +0.8% | +7.0% | -6.2% | -1.1% |
| YTD | +8.8% | -20.7% | +29.4% | +11.1% |
| 1Y | +11.0% | -8.5% | +19.5% | +10.7% |
| 3Y | +75.5% | +101.8% | -26.3% | +54.7% |
| 5Y | +68.4% | -9.6% | +78.0% | +47.2% |
| All | +118.2% | -1.3% | +119.5% | +88.5% |
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