+153.0%
DASH vs EWT
+196.6%
-43.6%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.9% | -6.5% | -5.5% |
| 7D | -10.6% | +4.0% | -14.5% | -12.3% |
| 30D | +2.2% | +10.3% | -8.2% | -2.7% |
| 3M | +32.3% | +6.1% | +26.2% | +27.0% |
| 6M | +19.1% | +56.6% | -37.5% | -11.3% |
| YTD | -6.5% | +76.6% | -83.1% | -36.2% |
| 1Y | -14.9% | +97.9% | -112.8% | -46.3% |
| All | +153.0% | +196.6% | -43.6% | -1.4% |
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