-4.5%
DASH vs ETR
+158.9%
-163.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.5% |
| 7D | -4.8% | +1.7% | -6.5% | -5.0% |
| 30D | -7.9% | +8.7% | -16.7% | -9.1% |
| 3M | -16.3% | +4.9% | -21.2% | -17.0% |
| 6M | +10.4% | +0.8% | +9.6% | +10.0% |
| YTD | -20.1% | +23.1% | -43.2% | -24.0% |
| 1Y | -11.4% | +17.9% | -29.3% | -15.0% |
| 3Y | +114.1% | +154.5% | -40.4% | +78.4% |
| 5Y | -5.8% | +160.3% | -166.0% | -19.1% |
| All | -4.5% | +158.9% | -163.4% | -20.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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