-23.1%
DASH vs EOSE
-40.1%
+17.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.5% | +1.9% | -1.5% |
| 7D | -12.8% | +15.0% | -27.8% | -13.1% |
| 30D | -6.0% | +2.5% | -8.5% | -6.1% |
| 3M | +26.7% | -33.7% | +60.4% | +27.5% |
| 6M | +11.7% | -32.7% | +44.4% | +12.0% |
| YTD | -12.9% | -63.8% | +50.9% | -11.5% |
| 1Y | -23.1% | -40.5% | +17.4% | -25.6% |
| All | -23.1% | -40.1% | +17.0% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling