-29.8%
DASH vs ELV
+6.8%
-36.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.1% | -3.3% | -3.2% |
| 7D | -4.1% | -0.5% | -3.6% | -4.0% |
| 30D | -10.6% | +1.1% | -11.7% | -10.7% |
| 3M | -18.8% | +8.2% | -27.0% | -19.6% |
| 6M | +11.2% | +10.2% | +1.0% | +9.6% |
| YTD | -23.8% | +24.4% | -48.2% | -26.2% |
| 1Y | -12.2% | +33.8% | -46.0% | -15.9% |
| 3Y | +97.3% | -1.4% | +98.7% | +95.4% |
| 5Y | -29.8% | +5.8% | -35.7% | -35.4% |
| All | -29.8% | +6.8% | -36.6% | -35.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling