+7.4%
DASH vs EOSE
-71.7%
+79.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +10.9% | -15.5% | -5.6% |
| 7D | -10.6% | +19.0% | -29.6% | -12.2% |
| 30D | +2.2% | +1.6% | +0.6% | +1.5% |
| 3M | +32.3% | -52.0% | +84.3% | +39.8% |
| 6M | +19.1% | -42.5% | +61.6% | +21.6% |
| YTD | -6.5% | -66.1% | +59.6% | -1.5% |
| 1Y | -14.9% | -47.1% | +32.2% | -16.4% |
| 3Y | +151.9% | +0.8% | +151.2% | +103.7% |
| All | +7.4% | -71.7% | +79.1% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling