+11.7%
DASH vs EL
-54.6%
+66.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +3.0% | -7.6% | -5.7% |
| 7D | -10.6% | +0.8% | -11.4% | -10.9% |
| 30D | +2.2% | +19.8% | -17.7% | -5.2% |
| 3M | +32.3% | +25.7% | +6.6% | +20.6% |
| 6M | +19.1% | +5.4% | +13.7% | +14.7% |
| YTD | -6.5% | +0.2% | -6.7% | -9.6% |
| 1Y | -14.9% | +20.4% | -35.3% | -24.1% |
| 3Y | +151.9% | -32.1% | +184.1% | +174.7% |
| 5Y | +9.4% | -67.2% | +76.6% | +84.5% |
| All | +11.7% | -54.6% | +66.3% | +98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling