+153.0%
DASH vs ELF
-19.9%
+172.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.1% | -6.7% | -5.1% |
| 7D | -10.6% | +5.4% | -15.9% | -11.6% |
| 30D | +2.2% | +27.0% | -24.8% | -2.9% |
| 3M | +32.3% | +113.2% | -80.9% | +13.4% |
| 6M | +19.1% | +36.6% | -17.5% | +10.6% |
| YTD | -6.5% | +44.2% | -50.7% | -14.7% |
| 1Y | -14.9% | -18.0% | +3.1% | -14.4% |
| All | +153.0% | -19.9% | +172.9% | +124.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling