-29.3%
DASH vs EMR
+87.8%
-117.1%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -4.5% | +2.8% | -7.4% | -6.1% |
| 30D | -6.8% | +3.7% | -10.5% | -8.5% |
| 3M | -20.7% | +2.0% | -22.7% | -21.7% |
| 6M | +15.1% | +22.1% | -7.1% | +1.5% |
| YTD | -24.3% | +27.2% | -51.5% | -36.0% |
| 1Y | -12.1% | +32.0% | -44.2% | -27.6% |
| 3Y | +91.1% | +103.3% | -12.2% | +7.8% |
| All | -29.3% | +87.8% | -117.1% | -59.5% |
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 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