+153.0%
DASH vs ELV
-3.7%
+156.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.8% | -2.9% | -4.5% |
| 7D | -10.6% | +3.3% | -13.9% | -10.7% |
| 30D | +2.2% | +4.2% | -2.0% | +1.9% |
| 3M | +32.3% | -0.1% | +32.3% | +32.1% |
| 6M | +19.1% | +41.3% | -22.1% | +17.3% |
| YTD | -6.5% | +17.4% | -24.0% | -7.2% |
| 1Y | -14.9% | +35.1% | -50.0% | -15.9% |
| All | +153.0% | -3.7% | +156.7% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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