-14.9%
DASH vs EL
+14.8%
-29.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.0% | -7.6% | -5.3% |
| 7D | -10.6% | +0.8% | -11.4% | -10.8% |
| 30D | +2.2% | +19.8% | -17.7% | -2.7% |
| 3M | +32.3% | +25.7% | +6.6% | +24.4% |
| 6M | +19.1% | +5.4% | +13.7% | +15.2% |
| YTD | -6.5% | +0.2% | -6.7% | -9.6% |
| 1Y | -14.9% | +20.4% | -35.3% | -22.8% |
| All | -14.9% | +14.8% | -29.7% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 1y: compounded portfolio wealth divided by compounded EL 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…
1y analysis · Full analysis span regression · 6 months rolling