-9.5%
DASH vs ELF
+415.9%
-425.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +3.9% | -4.5% | -1.8% |
| 7D | -4.5% | +1.6% | -6.1% | -5.0% |
| 30D | -6.8% | +9.1% | -15.9% | -9.2% |
| 3M | -20.7% | +28.2% | -48.9% | -26.7% |
| 6M | +15.1% | +119.5% | -104.5% | -10.0% |
| YTD | -24.3% | +55.2% | -79.4% | -35.8% |
| 1Y | -12.1% | +58.6% | -70.7% | -26.2% |
| 3Y | +91.1% | +21.3% | +69.8% | +35.4% |
| 5Y | -30.3% | +276.2% | -306.5% | -82.0% |
| All | -9.5% | +415.9% | -425.4% | -78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 10y: compounded portfolio wealth divided by compounded ELF 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…
10y analysis · Full analysis span regression · 6 months rolling