-5.2%
DASH vs ELF
+407.8%
-413.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.9% | -1.8% |
| 7D | +0.4% | +4.0% | -3.6% | -0.8% |
| 30D | -6.0% | +10.6% | -16.6% | -8.8% |
| 3M | -15.8% | +25.8% | -41.6% | -21.7% |
| 6M | +7.0% | +89.1% | -82.1% | -12.6% |
| YTD | -20.7% | +52.7% | -73.4% | -32.4% |
| 1Y | -8.5% | +51.7% | -60.3% | -22.3% |
| 3Y | +101.8% | +14.2% | +87.6% | +46.7% |
| 5Y | -9.6% | +270.7% | -280.3% | -76.6% |
| All | -5.2% | +407.8% | -413.0% | -77.7% |
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