+91.1%
DASH vs EOSE
+48.1%
+43.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.5% | -6.1% | -0.9% |
| 7D | -4.5% | +9.8% | -14.3% | -5.0% |
| 30D | -6.8% | -2.1% | -4.7% | -6.9% |
| 3M | -20.7% | -54.1% | +33.4% | -19.0% |
| 6M | +15.1% | -76.9% | +92.0% | +19.8% |
| YTD | -24.3% | -83.3% | +59.1% | -21.1% |
| 1Y | -12.1% | -87.4% | +75.3% | -7.6% |
| 3Y | +91.1% | +61.9% | +29.2% | +83.8% |
| All | +91.1% | +48.1% | +43.0% | +83.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling