-8.9%
DASH vs ELF
+396.4%
-405.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.2% | +1.0% | -1.9% |
| 7D | -4.1% | +3.4% | -7.4% | -5.1% |
| 30D | -10.6% | +5.0% | -15.6% | -11.9% |
| 3M | -18.8% | +22.6% | -41.4% | -23.9% |
| 6M | +11.2% | +104.0% | -92.8% | -11.1% |
| YTD | -23.8% | +49.3% | -73.1% | -34.6% |
| 1Y | -12.2% | +46.0% | -58.2% | -24.4% |
| 3Y | +97.3% | +19.4% | +77.9% | +39.9% |
| 5Y | -29.8% | +262.0% | -291.9% | -81.7% |
| All | -8.9% | +396.4% | -405.3% | -78.4% |
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