+37.9%
EEM vs DASH
-5.8%
+43.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.3% | -0.3% |
| 7D | +2.7% | -4.5% | +7.2% | +3.3% |
| 30D | -5.4% | -6.8% | +1.4% | -4.6% |
| 3M | -8.6% | -20.7% | +12.1% | -6.1% |
| 6M | -8.9% | +15.1% | -23.9% | -11.3% |
| YTD | +11.9% | -24.3% | +36.2% | +14.8% |
| 1Y | +13.1% | -12.1% | +25.2% | +13.4% |
| 3Y | +70.7% | +91.1% | -20.4% | +51.0% |
| 5Y | +31.8% | -30.3% | +62.0% | +20.4% |
| All | +37.9% | -5.8% | +43.6% | +21.9% |
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