-5.2%
DASH vs EAT
+300.2%
-305.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.9% | +2.7% | +0.9% |
| 7D | +0.4% | -2.6% | +3.0% | +1.5% |
| 30D | -6.0% | +11.5% | -17.5% | -9.9% |
| 3M | -15.8% | -9.1% | -6.6% | -13.9% |
| 6M | +7.0% | +40.4% | -33.5% | -7.0% |
| YTD | -20.7% | +43.9% | -64.6% | -32.9% |
| 1Y | -8.5% | +101.9% | -110.5% | -32.7% |
| 3Y | +101.8% | +489.9% | -388.1% | -14.9% |
| 5Y | -9.6% | +362.6% | -372.2% | -62.6% |
| All | -5.2% | +300.2% | -305.4% | -62.2% |
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