-9.4%
DASH vs ED
+86.8%
-96.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.9% | -10.3% | -9.3% |
| 7D | +0.5% | +5.2% | -4.6% | +1.0% |
| 30D | -7.1% | +15.5% | -22.6% | -5.5% |
| 3M | -13.2% | +13.0% | -26.2% | -12.0% |
| 6M | +8.3% | +13.1% | -4.8% | +10.0% |
| YTD | -20.6% | +25.3% | -45.8% | -18.6% |
| 1Y | -24.4% | +30.5% | -54.9% | -22.4% |
| 3Y | +94.5% | +49.3% | +45.2% | +95.5% |
| 5Y | -9.4% | +84.6% | -94.0% | +8.2% |
| All | -9.4% | +86.8% | -96.2% | +8.2% |
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