+37.1%
EEM vs DASH
-2.1%
+39.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -0.9% | -2.8% | +1.9% | -0.5% |
| 30D | -9.3% | -9.3% | 0.0% | -8.3% |
| 3M | -7.1% | -15.1% | +8.0% | -5.3% |
| 6M | -10.4% | +8.7% | -19.1% | -12.1% |
| YTD | +11.3% | -21.3% | +32.6% | +13.6% |
| 1Y | +11.3% | -12.7% | +23.9% | +11.7% |
| 3Y | +69.6% | +103.8% | -34.2% | +48.8% |
| 5Y | +33.6% | -16.8% | +50.4% | +20.0% |
| All | +37.1% | -2.1% | +39.1% | +20.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling