+7.4%
DASH vs EL
-67.1%
+74.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.0% | -7.6% | -5.8% |
| 7D | -10.6% | +0.8% | -11.4% | -10.9% |
| 30D | +2.2% | +19.8% | -17.7% | -5.4% |
| 3M | +32.3% | +25.7% | +6.6% | +20.3% |
| 6M | +19.1% | +5.4% | +13.7% | +14.6% |
| YTD | -6.5% | +0.2% | -6.7% | -9.7% |
| 1Y | -14.9% | +20.4% | -35.3% | -24.5% |
| 3Y | +151.9% | -32.1% | +184.1% | +179.1% |
| All | +7.4% | -67.1% | +74.5% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling