+40.5%
EEM vs DASH
-14.9%
+55.4%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -4.6% | +6.4% | +2.2% |
| 7D | +2.3% | -10.6% | +12.9% | +3.2% |
| 30D | +4.5% | +2.2% | +2.4% | +4.2% |
| 3M | -0.1% | +32.3% | -32.3% | -3.1% |
| 6M | +16.9% | +19.1% | -2.2% | +14.0% |
| YTD | +26.2% | -6.5% | +32.7% | +25.3% |
| 1Y | +40.5% | -14.9% | +55.4% | +45.4% |
| All | +40.5% | -14.9% | +55.4% | +45.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 1y: compounded portfolio wealth divided by compounded DASH 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…
1y analysis · Full analysis span regression · 6 months rolling