+101.8%
DASH vs EOSE
-16.7%
+118.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.4% | +7.3% | +0.2% |
| 7D | +0.4% | -7.9% | +8.3% | +0.7% |
| 30D | -6.0% | -43.9% | +37.8% | -4.4% |
| 3M | -15.8% | -55.8% | +40.1% | -13.8% |
| 6M | +7.0% | -73.4% | +80.4% | +10.5% |
| YTD | -20.7% | -84.8% | +64.1% | -17.1% |
| 1Y | -8.5% | -88.6% | +80.1% | -3.7% |
| 3Y | +101.8% | -2.8% | +104.6% | +97.3% |
| All | +101.8% | -16.7% | +118.5% | +97.3% |
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 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