+98.6%
DASH vs DE
+93.1%
+5.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.1% |
| 7D | -10.2% | +2.3% | -12.5% | -10.5% |
| 30D | -8.2% | +9.3% | -17.6% | -9.3% |
| 3M | -15.9% | +12.2% | -28.1% | -17.3% |
| 6M | +13.3% | +18.1% | -4.8% | +10.3% |
| YTD | -21.3% | +49.8% | -71.0% | -28.5% |
| 1Y | -11.1% | +46.4% | -57.5% | -18.9% |
| All | +98.6% | +93.1% | +5.5% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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