-4.5%
DASH vs EAT
+294.3%
-298.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.2% |
| 7D | -4.8% | -3.9% | -0.9% | -3.3% |
| 30D | -7.9% | +5.0% | -12.9% | -9.8% |
| 3M | -16.3% | -9.6% | -6.7% | -14.3% |
| 6M | +10.4% | +46.8% | -36.4% | -5.6% |
| YTD | -20.1% | +41.8% | -61.9% | -32.1% |
| 1Y | -11.4% | +98.3% | -109.7% | -34.4% |
| 3Y | +114.1% | +503.1% | -389.0% | -10.7% |
| 5Y | -5.8% | +356.7% | -362.4% | -60.9% |
| All | -4.5% | +294.3% | -298.8% | -61.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling