-4.5%
DASH vs ESTC
-38.6%
+34.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.9% | -4.1% | -1.3% |
| 7D | -4.8% | -1.2% | -3.6% | -4.3% |
| 30D | -7.9% | -8.1% | +0.2% | -5.4% |
| 3M | -16.3% | +20.2% | -36.5% | -24.9% |
| 6M | +10.4% | +72.7% | -62.4% | -16.3% |
| YTD | -20.1% | +19.6% | -39.7% | -30.1% |
| 1Y | -11.4% | +0.3% | -11.7% | -17.1% |
| 3Y | +114.1% | +22.8% | +91.3% | +48.2% |
| 5Y | -5.8% | -50.9% | +45.1% | -9.2% |
| All | -4.5% | -38.6% | +34.1% | -28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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