-16.8%
DASH vs EAT
+342.4%
-359.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -4.1% | +2.6% | +0.1% |
| 7D | -2.8% | -5.9% | +3.1% | -0.3% |
| 30D | -9.3% | +0.7% | -9.9% | -9.9% |
| 3M | -15.1% | -14.2% | -0.8% | -11.0% |
| 6M | +8.7% | +40.7% | -32.0% | -7.3% |
| YTD | -21.3% | +36.0% | -57.3% | -33.5% |
| 1Y | -12.7% | +83.1% | -95.7% | -35.9% |
| 3Y | +103.8% | +474.8% | -371.0% | -29.0% |
| 5Y | -16.8% | +347.6% | -364.4% | -70.7% |
| All | -16.8% | +342.4% | -359.2% | -70.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling