-16.8%
DASH vs EMR
+89.8%
-106.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.3% | -0.8% |
| 7D | -2.8% | +0.7% | -3.5% | -2.9% |
| 30D | -9.3% | +3.5% | -12.8% | -10.9% |
| 3M | -15.1% | +5.9% | -21.0% | -17.9% |
| 6M | +8.7% | +19.4% | -10.7% | -2.8% |
| YTD | -21.3% | +27.7% | -49.0% | -33.6% |
| 1Y | -12.7% | +30.9% | -43.6% | -27.7% |
| 3Y | +103.8% | +104.2% | -0.4% | +14.5% |
| 5Y | -16.8% | +89.6% | -106.4% | -51.7% |
| All | -16.8% | +89.8% | -106.6% | -51.7% |
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