+7.4%
DASH vs ESI
+72.3%
-64.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.9% | -7.6% | -6.2% |
| 7D | -10.6% | +3.3% | -13.9% | -12.2% |
| 30D | +2.2% | -5.9% | +8.0% | +4.9% |
| 3M | +32.3% | -14.1% | +46.4% | +39.0% |
| 6M | +19.1% | +6.6% | +12.5% | +5.3% |
| YTD | -6.5% | +45.0% | -51.5% | -34.2% |
| 1Y | -14.9% | +41.5% | -56.3% | -39.9% |
| 3Y | +151.9% | +78.8% | +73.2% | +34.7% |
| All | +7.4% | +72.3% | -64.9% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling