-5.1%
DASH vs ESI
+118.4%
-123.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -8.0% | -1.4% | -5.6% |
| 7D | +0.5% | -13.1% | +13.6% | +7.2% |
| 30D | -7.1% | -18.5% | +11.4% | +1.7% |
| 3M | -13.2% | -19.6% | +6.4% | -5.2% |
| 6M | +8.3% | -29.8% | +38.1% | +22.7% |
| YTD | -20.6% | +23.9% | -44.4% | -38.6% |
| 1Y | -24.4% | +15.0% | -39.4% | -39.1% |
| 3Y | +94.5% | +64.3% | +30.2% | +12.9% |
| 5Y | -9.4% | +26.3% | -35.8% | -40.7% |
| All | -5.1% | +118.4% | -123.5% | -42.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling