-5.9%
DASH vs EOSE
-86.9%
+81.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +14.4% | -14.4% | -1.4% |
| 7D | -10.2% | -7.0% | -3.2% | -9.7% |
| 30D | -8.2% | -16.7% | +8.5% | -7.1% |
| 3M | -15.9% | -53.1% | +37.2% | -10.9% |
| 6M | +13.3% | -76.8% | +90.1% | +26.9% |
| YTD | -21.3% | -82.6% | +61.3% | -12.4% |
| 1Y | -11.1% | -89.3% | +78.1% | +3.4% |
| 3Y | +103.8% | +55.5% | +48.3% | +49.0% |
| 5Y | -21.6% | -81.9% | +60.2% | -38.0% |
| All | -5.9% | -86.9% | +81.0% | -25.3% |
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