+7.4%
DASH vs EW
-25.6%
+33.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.8% | -4.7% |
| 7D | -10.6% | -0.3% | -10.2% | -10.4% |
| 30D | +2.2% | +1.0% | +1.1% | +1.5% |
| 3M | +32.3% | +2.8% | +29.5% | +30.3% |
| 6M | +19.1% | +5.5% | +13.6% | +15.6% |
| YTD | -6.5% | +5.5% | -12.0% | -9.5% |
| 1Y | -14.9% | +11.0% | -25.9% | -20.1% |
| 3Y | +151.9% | +17.7% | +134.2% | +106.7% |
| All | +7.4% | -25.6% | +33.0% | +18.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling