-9.4%
DASH vs EL
-65.9%
+56.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.9% | -5.5% | -7.9% |
| 7D | +0.5% | -1.1% | +1.6% | +1.0% |
| 30D | -7.1% | +15.3% | -22.4% | -12.0% |
| 3M | -13.2% | +24.2% | -37.4% | -20.8% |
| 6M | +8.3% | +30.9% | -22.6% | -3.7% |
| YTD | -20.6% | +3.9% | -24.4% | -24.5% |
| 1Y | -24.4% | +19.9% | -44.3% | -32.5% |
| 3Y | +94.5% | +2.5% | +92.0% | +60.8% |
| 5Y | -9.4% | -66.7% | +57.3% | +77.6% |
| All | -9.4% | -65.9% | +56.4% | +77.6% |
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