-5.8%
DASH vs ECL
+40.6%
-46.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.0% | -1.3% | -0.9% |
| 7D | -4.8% | -0.5% | -4.3% | -4.1% |
| 30D | -7.9% | +8.8% | -16.7% | -13.5% |
| 3M | -16.3% | +7.8% | -24.2% | -20.9% |
| 6M | +10.4% | +21.3% | -10.9% | -5.1% |
| YTD | -20.1% | +17.8% | -37.9% | -30.7% |
| 1Y | -11.4% | +21.1% | -32.5% | -25.5% |
| 3Y | +114.1% | +80.1% | +34.0% | +15.8% |
| 5Y | -5.8% | +40.5% | -46.2% | -38.8% |
| All | -5.8% | +40.6% | -46.4% | -38.8% |
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