-9.5%
DASH vs ECL
+46.5%
-56.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.6% | -2.2% | -1.8% |
| 7D | -4.5% | +2.9% | -7.4% | -6.5% |
| 30D | -6.8% | +7.5% | -14.3% | -11.2% |
| 3M | -20.7% | +12.2% | -32.9% | -26.8% |
| 6M | +15.1% | +24.6% | -9.5% | -1.7% |
| YTD | -24.3% | +18.8% | -43.0% | -33.9% |
| 1Y | -12.1% | +19.3% | -31.5% | -24.0% |
| 3Y | +91.1% | +78.2% | +12.9% | +12.8% |
| 5Y | -30.3% | +38.8% | -69.1% | -55.6% |
| All | -9.5% | +46.5% | -56.0% | -42.0% |
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