-5.9%
DASH vs EMR
+130.4%
-136.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.3% | +0.2% |
| 7D | -10.2% | -2.0% | -8.3% | -9.2% |
| 30D | -8.2% | +2.8% | -11.1% | -9.4% |
| 3M | -15.9% | +2.0% | -17.9% | -16.9% |
| 6M | +13.3% | +20.7% | -7.4% | +1.8% |
| YTD | -21.3% | +27.3% | -48.6% | -32.3% |
| 1Y | -11.1% | +31.0% | -42.1% | -25.0% |
| 3Y | +103.8% | +103.6% | +0.2% | +26.2% |
| 5Y | -21.6% | +88.6% | -110.2% | -51.2% |
| All | -5.9% | +130.4% | -136.3% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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