-5.2%
DASH vs ELV
+43.2%
-48.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.3% | 0.0% |
| 7D | +0.4% | +1.3% | -0.9% | +0.2% |
| 30D | -6.0% | +5.3% | -11.3% | -6.5% |
| 3M | -15.8% | +9.2% | -25.0% | -16.5% |
| 6M | +7.0% | +14.5% | -7.6% | +5.6% |
| YTD | -20.7% | +23.2% | -43.9% | -22.4% |
| 1Y | -8.5% | +38.0% | -46.6% | -11.5% |
| 3Y | +101.8% | -1.5% | +103.3% | +100.6% |
| 5Y | -9.6% | +8.5% | -18.1% | -9.3% |
| All | -5.2% | +43.2% | -48.4% | -3.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling