+5.8%
DASH vs ET
+396.9%
-391.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | 0.0% | -5.4% | -5.4% |
| 7D | -11.2% | +0.4% | -11.6% | -11.3% |
| 30D | -7.3% | +6.9% | -14.2% | -9.7% |
| 3M | +31.4% | +13.1% | +18.4% | +25.0% |
| 6M | +11.9% | +18.7% | -6.8% | +3.8% |
| YTD | -11.5% | +37.4% | -48.9% | -23.0% |
| 1Y | -20.0% | +34.8% | -54.8% | -29.9% |
| 3Y | +143.9% | +96.8% | +47.1% | +83.4% |
| 5Y | -0.2% | +238.2% | -238.5% | -34.0% |
| All | +5.8% | +396.9% | -391.2% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ET 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling