+7.4%
DASH vs ETR
+127.8%
-120.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.5% | -4.2% | -4.5% |
| 7D | -10.6% | +1.4% | -12.0% | -10.8% |
| 30D | +2.2% | +1.0% | +1.2% | +2.0% |
| 3M | +32.3% | -1.3% | +33.5% | +32.3% |
| 6M | +19.1% | +1.9% | +17.2% | +17.9% |
| YTD | -6.5% | +18.2% | -24.7% | -11.0% |
| 1Y | -14.9% | +24.7% | -39.6% | -20.2% |
| 3Y | +151.9% | +150.7% | +1.3% | +103.8% |
| All | +7.4% | +127.8% | -120.3% | -10.3% |
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