+5.8%
DASH vs EOSE
-71.7%
+77.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +10.8% | -16.2% | -6.4% |
| 7D | -11.2% | +41.4% | -52.6% | -14.4% |
| 30D | -7.3% | +3.6% | -10.9% | -8.2% |
| 3M | +31.4% | -35.7% | +67.2% | +35.3% |
| 6M | +11.9% | -29.9% | +41.7% | +12.0% |
| YTD | -11.5% | -62.5% | +51.0% | -7.6% |
| 1Y | -20.0% | -37.4% | +17.4% | -22.9% |
| 3Y | +143.9% | +55.8% | +88.1% | +84.9% |
| 5Y | -0.2% | -67.8% | +67.6% | -24.6% |
| All | +5.8% | -71.7% | +77.4% | -21.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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