+11.7%
DASH vs ELV
+36.5%
-24.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.8% | -2.9% | -4.5% |
| 7D | -10.6% | +3.3% | -13.9% | -10.8% |
| 30D | +2.2% | +4.2% | -2.0% | +1.8% |
| 3M | +32.3% | -0.1% | +32.3% | +32.1% |
| 6M | +19.1% | +41.3% | -22.1% | +15.4% |
| YTD | -6.5% | +17.4% | -24.0% | -8.1% |
| 1Y | -14.9% | +35.1% | -50.0% | -17.4% |
| 3Y | +151.9% | -3.2% | +155.2% | +150.4% |
| 5Y | +9.4% | +15.6% | -6.2% | +12.7% |
| All | +11.7% | +36.5% | -24.8% | +14.8% |
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