-5.9%
DASH vs ESI
+141.8%
-147.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +4.0% | -4.0% | -1.9% |
| 7D | -10.2% | +1.8% | -12.1% | -11.0% |
| 30D | -8.2% | -6.6% | -1.6% | -6.0% |
| 3M | -15.9% | -9.4% | -6.6% | -13.4% |
| 6M | +13.3% | -24.1% | +37.4% | +24.4% |
| YTD | -21.3% | +37.1% | -58.4% | -42.1% |
| 1Y | -11.1% | +24.5% | -35.7% | -31.0% |
| 3Y | +103.8% | +83.2% | +20.6% | +11.9% |
| 5Y | -21.6% | +44.0% | -65.6% | -51.5% |
| All | -5.9% | +141.8% | -147.7% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling