-9.5%
DASH vs EMB
+6.3%
-15.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.1% |
| 7D | -4.5% | -0.9% | -3.6% | -2.7% |
| 30D | -6.8% | +0.4% | -7.1% | -7.1% |
| 3M | -20.7% | -3.1% | -17.6% | -14.9% |
| 6M | +15.1% | -2.1% | +17.1% | +21.1% |
| YTD | -24.3% | -1.1% | -23.2% | -21.9% |
| 1Y | -12.1% | -0.1% | -12.1% | -11.3% |
| 3Y | +91.1% | +29.6% | +61.5% | +11.6% |
| 5Y | -30.3% | +7.2% | -37.5% | -42.3% |
| All | -9.5% | +6.3% | -15.8% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling