-29.3%
DASH vs EAT
+363.9%
-393.3%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.8% |
| 7D | -4.5% | -4.0% | -0.6% | -3.1% |
| 30D | -6.8% | -2.9% | -3.9% | -6.1% |
| 3M | -20.7% | -16.9% | -3.8% | -15.6% |
| 6M | +15.1% | +57.0% | -41.9% | -6.2% |
| YTD | -24.3% | +38.2% | -62.5% | -36.5% |
| 1Y | -12.1% | +69.3% | -81.4% | -33.1% |
| 3Y | +91.1% | +483.0% | -391.9% | -34.2% |
| All | -29.3% | +363.9% | -393.3% | -76.0% |
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