-5.9%
DASH vs ECL
+45.8%
-51.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | -0.4% |
| 7D | -10.2% | -2.3% | -8.0% | -8.6% |
| 30D | -8.2% | +8.3% | -16.5% | -13.0% |
| 3M | -15.9% | +8.4% | -24.4% | -20.4% |
| 6M | +13.3% | +23.3% | -10.0% | -2.5% |
| YTD | -21.3% | +18.2% | -39.5% | -31.1% |
| 1Y | -11.1% | +18.8% | -29.9% | -22.9% |
| 3Y | +103.8% | +78.5% | +25.3% | +20.1% |
| 5Y | -21.6% | +40.1% | -61.7% | -50.2% |
| All | -5.9% | +45.8% | -51.8% | -39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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