+7.4%
DASH vs ED
+67.1%
-59.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.3% | -3.3% | -4.8% |
| 7D | -10.6% | -0.2% | -10.4% | -10.6% |
| 30D | +2.2% | -0.1% | +2.3% | +2.1% |
| 3M | +32.3% | +3.9% | +28.3% | +33.0% |
| 6M | +19.1% | -3.0% | +22.2% | +18.9% |
| YTD | -6.5% | +10.7% | -17.2% | -5.6% |
| 1Y | -14.9% | +13.3% | -28.2% | -13.9% |
| 3Y | +151.9% | +34.5% | +117.4% | +150.1% |
| All | +7.4% | +67.1% | -59.7% | +19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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