-5.2%
DASH vs ECL
+42.4%
-47.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.5% | +1.1% |
| 7D | +0.4% | -0.8% | +1.1% | +1.3% |
| 30D | -6.0% | +8.1% | -14.2% | -10.8% |
| 3M | -15.8% | +6.4% | -22.1% | -19.1% |
| 6M | +7.0% | +14.8% | -7.8% | -3.0% |
| YTD | -20.7% | +15.5% | -36.1% | -29.3% |
| 1Y | -8.5% | +20.1% | -28.7% | -21.4% |
| 3Y | +101.8% | +77.8% | +24.0% | +18.9% |
| 5Y | -9.6% | +37.9% | -47.4% | -41.6% |
| All | -5.2% | +42.4% | -47.6% | -38.0% |
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