+15.0%
EEM vs DASH
-16.7%
+31.7%
-14.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +8.3% | -7.5% | +0.3% |
| 7D | -3.0% | +17.2% | -20.2% | -4.1% |
| 30D | -10.3% | +3.6% | -13.9% | -10.6% |
| 3M | -6.6% | -1.9% | -4.8% | -6.7% |
| 6M | -3.4% | +15.1% | -18.4% | -5.1% |
| YTD | +13.2% | -12.3% | +25.5% | +11.6% |
| 1Y | +15.0% | -17.2% | +32.2% | +13.5% |
| All | +15.0% | -16.7% | +31.7% | +13.5% |
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