-5.1%
DASH vs EAT
+312.0%
-317.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.5% | -5.9% | -8.2% |
| 7D | +0.5% | -3.3% | +3.8% | +1.8% |
| 30D | -7.1% | +11.7% | -18.7% | -10.9% |
| 3M | -13.2% | -5.9% | -7.3% | -12.3% |
| 6M | +8.3% | +46.7% | -38.4% | -7.3% |
| YTD | -20.6% | +48.2% | -68.7% | -33.5% |
| 1Y | -24.4% | +105.4% | -129.8% | -44.6% |
| 3Y | +94.5% | +502.8% | -408.2% | -18.5% |
| 5Y | -9.4% | +376.3% | -385.7% | -63.0% |
| All | -5.1% | +312.0% | -317.0% | -62.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling