+153.0%
DASH vs EAT
+611.4%
-458.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.6% | -5.2% | -4.8% |
| 7D | -10.6% | 0.0% | -10.6% | -10.6% |
| 30D | +2.2% | +1.9% | +0.3% | +1.4% |
| 3M | +32.3% | +68.7% | -36.4% | +16.8% |
| 6M | +19.1% | +66.9% | -47.8% | +4.6% |
| YTD | -6.5% | +60.4% | -66.9% | -17.5% |
| 1Y | -14.9% | +44.0% | -58.9% | -23.3% |
| All | +153.0% | +611.4% | -458.4% | +45.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling