-29.3%
DASH vs ED
+85.1%
-114.4%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.5% |
| 7D | -4.5% | +2.1% | -6.6% | -4.3% |
| 30D | -6.8% | +10.4% | -17.2% | -5.7% |
| 3M | -20.7% | +12.5% | -33.2% | -19.6% |
| 6M | +15.1% | +14.9% | +0.1% | +17.0% |
| YTD | -24.3% | +24.8% | -49.1% | -22.5% |
| 1Y | -12.1% | +23.8% | -36.0% | -10.1% |
| 3Y | +91.1% | +51.6% | +39.4% | +91.1% |
| All | -29.3% | +85.1% | -114.4% | -18.0% |
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