-7.0%
DASH vs ETR
+152.2%
-159.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.4% | -0.2% |
| 7D | +0.4% | +0.4% | 0.0% | +0.4% |
| 30D | -6.0% | +7.5% | -13.6% | -7.2% |
| 3M | -15.8% | +4.4% | -20.2% | -16.4% |
| 6M | +7.0% | -1.5% | +8.5% | +7.0% |
| YTD | -20.7% | +21.8% | -42.4% | -25.0% |
| 1Y | -8.5% | +18.4% | -26.9% | -13.0% |
| 3Y | +101.8% | +148.5% | -46.7% | +62.6% |
| All | -7.0% | +152.2% | -159.2% | -20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling