+4.8%
DASH vs ES
+2.9%
+1.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.1% | +6.3% | +7.9% |
| 7D | +17.2% | +5.3% | +11.8% | +16.0% |
| 30D | +3.6% | +8.9% | -5.4% | +1.8% |
| 3M | -1.9% | -1.9% | +0.1% | -1.5% |
| 6M | +15.1% | +3.9% | +11.2% | +14.1% |
| YTD | -12.3% | +8.3% | -20.6% | -14.1% |
| 1Y | -17.2% | -0.1% | -17.1% | -17.5% |
| 3Y | +114.7% | +46.0% | +68.7% | +92.1% |
| 5Y | -4.3% | +3.1% | -7.3% | -6.8% |
| All | +4.8% | +2.9% | +1.9% | -0.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling