+101.8%
DASH vs EWT
+136.7%
-34.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.1% | -1.8% |
| 7D | +0.4% | -11.7% | +12.1% | +5.8% |
| 30D | -6.0% | -23.2% | +17.2% | +4.7% |
| 3M | -15.8% | -12.5% | -3.3% | -11.6% |
| 6M | +7.0% | -5.9% | +12.9% | +5.8% |
| YTD | -20.7% | +40.5% | -61.1% | -39.2% |
| 1Y | -8.5% | +43.7% | -52.3% | -31.1% |
| 3Y | +101.8% | +136.6% | -34.8% | +4.2% |
| All | +101.8% | +136.7% | -34.9% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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