-29.3%
DASH vs EL
-65.2%
+35.9%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -1.1% |
| 7D | -4.5% | +1.5% | -6.1% | -5.1% |
| 30D | -6.8% | +10.0% | -16.8% | -10.1% |
| 3M | -20.7% | +28.4% | -49.1% | -28.6% |
| 6M | +15.1% | +37.1% | -22.0% | +0.5% |
| YTD | -24.3% | +7.8% | -32.1% | -29.1% |
| 1Y | -12.1% | +26.0% | -38.2% | -23.3% |
| 3Y | +91.1% | +3.8% | +87.2% | +58.9% |
| All | -29.3% | -65.2% | +35.9% | +35.2% |
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