-4.5%
DASH vs EOSE
-87.6%
+83.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +8.0% | -7.3% | -0.1% |
| 7D | -4.8% | +6.8% | -11.6% | -5.4% |
| 30D | -7.9% | -25.4% | +17.5% | -5.7% |
| 3M | -16.3% | -54.7% | +38.4% | -11.0% |
| 6M | +10.4% | -76.5% | +86.9% | +23.5% |
| YTD | -20.1% | -83.6% | +63.5% | -10.4% |
| 1Y | -11.4% | -89.7% | +78.3% | +3.6% |
| 3Y | +114.1% | +38.7% | +75.3% | +58.9% |
| 5Y | -5.8% | -82.9% | +77.2% | -24.9% |
| All | -4.5% | -87.6% | +83.1% | -23.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling