-4.5%
DASH vs EME
+642.6%
-647.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +7.3% | -6.6% | -1.7% |
| 7D | -4.8% | -4.4% | -0.4% | -3.9% |
| 30D | -7.9% | -17.3% | +9.3% | -2.4% |
| 3M | -16.3% | -20.0% | +3.7% | -10.8% |
| 6M | +10.4% | -29.1% | +39.5% | +21.9% |
| YTD | -20.1% | +6.9% | -27.0% | -27.4% |
| 1Y | -11.4% | +0.8% | -12.2% | -17.4% |
| 3Y | +114.1% | +214.4% | -100.3% | +12.3% |
| 5Y | -5.8% | +404.2% | -409.9% | -63.7% |
| All | -4.5% | +642.6% | -647.1% | -63.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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