+7.4%
DASH vs ECL
+31.2%
-23.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.7% |
| 7D | -10.6% | -2.6% | -8.0% | -8.7% |
| 30D | +2.2% | -2.2% | +4.3% | +3.9% |
| 3M | +32.3% | +10.1% | +22.2% | +22.7% |
| 6M | +19.1% | -5.7% | +24.9% | +24.0% |
| YTD | -6.5% | +7.0% | -13.5% | -12.8% |
| 1Y | -14.9% | +2.7% | -17.6% | -18.5% |
| 3Y | +151.9% | +57.7% | +94.2% | +53.7% |
| All | +7.4% | +31.2% | -23.8% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling