-29.8%
DASH vs ETR
+158.6%
-188.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -4.1% | +1.5% | -5.6% | -4.4% |
| 30D | -10.6% | +6.6% | -17.3% | -11.6% |
| 3M | -18.8% | +4.4% | -23.2% | -19.4% |
| 6M | +11.2% | -0.3% | +11.5% | +11.0% |
| YTD | -23.8% | +23.3% | -47.1% | -28.1% |
| 1Y | -12.2% | +18.9% | -31.0% | -16.4% |
| 3Y | +97.3% | +155.5% | -58.2% | +58.3% |
| 5Y | -29.8% | +159.9% | -189.8% | -40.0% |
| All | -29.8% | +158.6% | -188.4% | -40.0% |
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