-7.0%
DASH vs EMR
+80.8%
-87.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | 0.0% | 0.0% |
| 7D | +0.4% | -1.6% | +2.0% | +1.6% |
| 30D | -6.0% | +2.0% | -8.0% | -6.8% |
| 3M | -15.8% | +3.8% | -19.6% | -17.6% |
| 6M | +7.0% | +10.5% | -3.6% | 0.0% |
| YTD | -20.7% | +23.7% | -44.4% | -31.8% |
| 1Y | -8.5% | +25.4% | -34.0% | -22.3% |
| 3Y | +101.8% | +86.6% | +15.2% | +21.0% |
| All | -7.0% | +80.8% | -87.7% | -44.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling