+92.2%
DASH vs EOG
+40.8%
+51.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.1% |
| 7D | -4.1% | +7.4% | -11.5% | -3.9% |
| 30D | -10.6% | +2.3% | -12.9% | -10.7% |
| 3M | -18.8% | +9.5% | -28.2% | -18.9% |
| 6M | +11.2% | +17.7% | -6.5% | +10.1% |
| YTD | -23.8% | +52.9% | -76.7% | -28.6% |
| 1Y | -12.2% | +47.7% | -59.8% | -17.1% |
| All | +92.2% | +40.8% | +51.5% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 3y: compounded portfolio wealth divided by compounded EOG 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…
3y analysis · Full analysis span regression · 6 months rolling