+153.0%
DASH vs ES
+29.7%
+123.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -4.5% |
| 7D | -10.6% | +0.3% | -10.9% | -10.6% |
| 30D | +2.2% | -2.0% | +4.1% | +2.5% |
| 3M | +32.3% | +1.7% | +30.6% | +32.0% |
| 6M | +19.1% | -3.5% | +22.7% | +19.7% |
| YTD | -6.5% | +7.9% | -14.4% | -7.8% |
| 1Y | -14.9% | +17.2% | -32.1% | -16.7% |
| All | +153.0% | +29.7% | +123.3% | +121.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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