-12.7%
DASH vs ELF
+56.1%
-68.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.7% | -0.8% | -1.3% |
| 7D | -2.8% | +6.3% | -9.1% | -4.1% |
| 30D | -9.3% | +8.5% | -17.8% | -10.9% |
| 3M | -15.1% | +24.4% | -39.5% | -19.2% |
| 6M | +8.7% | +94.7% | -86.0% | -5.6% |
| YTD | -21.3% | +55.9% | -77.1% | -29.3% |
| 1Y | -12.7% | +48.4% | -61.1% | -20.8% |
| All | -12.7% | +56.1% | -68.8% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling