+101.8%
DASH vs EW
+51.9%
+49.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | +0.4% | +11.0% | -10.6% | -2.5% |
| 30D | -6.0% | +19.1% | -25.1% | -10.5% |
| 3M | -15.8% | +14.4% | -30.1% | -18.9% |
| 6M | +7.0% | +22.8% | -15.8% | +1.2% |
| YTD | -20.7% | +19.8% | -40.5% | -24.6% |
| 1Y | -8.5% | +23.9% | -32.4% | -13.8% |
| 3Y | +101.8% | +52.2% | +49.6% | +66.8% |
| All | +101.8% | +51.9% | +49.8% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 3y: compounded portfolio wealth divided by compounded EW 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…
3y analysis · Full analysis span regression · 6 months rolling