-9.5%
DASH vs EAT
+284.2%
-293.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -4.5% | -4.0% | -0.6% | -3.2% |
| 30D | -6.8% | -2.9% | -3.9% | -6.2% |
| 3M | -20.7% | -16.9% | -3.8% | -16.1% |
| 6M | +15.1% | +57.0% | -41.9% | -3.9% |
| YTD | -24.3% | +38.2% | -62.5% | -35.1% |
| 1Y | -12.1% | +69.3% | -81.4% | -30.7% |
| 3Y | +91.1% | +483.0% | -391.9% | -19.4% |
| 5Y | -30.3% | +364.1% | -394.4% | -71.0% |
| All | -9.5% | +284.2% | -293.7% | -63.4% |
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