-7.0%
DASH vs ET
+201.6%
-208.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | +0.4% | -7.9% | +8.3% | +4.2% |
| 30D | -6.0% | -5.9% | -0.1% | -3.7% |
| 3M | -15.8% | -5.2% | -10.5% | -14.1% |
| 6M | +7.0% | +0.3% | +6.7% | +5.3% |
| YTD | -20.7% | +23.1% | -43.8% | -31.2% |
| 1Y | -8.5% | +22.7% | -31.3% | -20.5% |
| 3Y | +101.8% | +75.4% | +26.4% | +38.0% |
| All | -7.0% | +201.6% | -208.6% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling