-7.0%
DASH vs EMB
+6.0%
-13.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.4% | -0.1% | +0.5% | +0.8% |
| 30D | -6.0% | +1.3% | -7.3% | -8.3% |
| 3M | -15.8% | -2.7% | -13.0% | -10.3% |
| 6M | +7.0% | -2.8% | +9.8% | +14.4% |
| YTD | -20.7% | -1.1% | -19.6% | -18.2% |
| 1Y | -8.5% | 0.0% | -8.5% | -7.9% |
| 3Y | +101.8% | +28.8% | +73.0% | +17.1% |
| All | -7.0% | +6.0% | -13.0% | -31.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling