-5.1%
DASH vs ELF
+380.3%
-385.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.3% | -6.1% | -8.4% |
| 7D | +0.5% | -2.7% | +3.3% | +1.4% |
| 30D | -7.1% | +6.9% | -13.9% | -8.8% |
| 3M | -13.2% | +27.2% | -40.4% | -19.6% |
| 6M | +8.3% | +84.9% | -76.6% | -10.8% |
| YTD | -20.6% | +44.5% | -65.0% | -31.1% |
| 1Y | -24.4% | -6.8% | -17.6% | -25.9% |
| 3Y | +94.5% | +14.2% | +80.3% | +39.5% |
| 5Y | -9.4% | +250.6% | -260.1% | -76.1% |
| All | -5.1% | +380.3% | -385.4% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling