+11.7%
DASH vs EME
+757.4%
-745.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.7% | -6.4% | -5.2% |
| 7D | -10.6% | +1.9% | -12.5% | -11.2% |
| 30D | +2.2% | -8.3% | +10.4% | +4.9% |
| 3M | +32.3% | -10.7% | +43.0% | +35.8% |
| 6M | +19.1% | +1.9% | +17.2% | +14.5% |
| YTD | -6.5% | +23.5% | -30.0% | -18.3% |
| 1Y | -14.9% | +18.0% | -32.9% | -24.9% |
| 3Y | +151.9% | +236.1% | -84.2% | +31.7% |
| 5Y | +9.4% | +527.9% | -518.4% | -59.8% |
| All | +11.7% | +757.4% | -745.6% | -59.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling