-4.5%
DASH vs ESI
+134.0%
-138.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.1% | -4.4% | -1.7% |
| 7D | -4.8% | -3.5% | -1.3% | -3.5% |
| 30D | -7.9% | -9.3% | +1.3% | -4.3% |
| 3M | -16.3% | -12.8% | -3.5% | -12.1% |
| 6M | +10.4% | -24.6% | +35.0% | +21.2% |
| YTD | -20.1% | +32.7% | -52.8% | -40.3% |
| 1Y | -11.4% | +20.3% | -31.7% | -30.0% |
| 3Y | +114.1% | +80.2% | +33.9% | +17.9% |
| 5Y | -5.8% | +40.0% | -45.7% | -40.8% |
| All | -4.5% | +134.0% | -138.5% | -43.9% |
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