+11.7%
DASH vs EOSE
-74.4%
+86.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +10.9% | -15.5% | -5.7% |
| 7D | -10.6% | +19.0% | -29.6% | -12.3% |
| 30D | +2.2% | +1.6% | +0.6% | +1.5% |
| 3M | +32.3% | -52.0% | +84.3% | +40.1% |
| 6M | +19.1% | -42.5% | +61.6% | +21.7% |
| YTD | -6.5% | -66.1% | +59.6% | -1.4% |
| 1Y | -14.9% | -47.1% | +32.2% | -16.4% |
| 3Y | +151.9% | +0.8% | +151.2% | +101.9% |
| 5Y | +9.4% | -71.7% | +81.1% | -16.2% |
| All | +11.7% | -74.4% | +86.2% | -15.9% |
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