+37.8%
EEM vs DASH
-19.6%
+57.5%
-14.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.3% | +5.5% | +0.6% |
| 7D | +3.1% | -11.2% | +14.3% | +4.0% |
| 30D | +4.9% | -7.3% | +12.2% | +5.4% |
| 3M | +5.2% | +31.4% | -26.2% | +2.0% |
| 6M | +20.7% | +11.9% | +8.8% | +18.2% |
| YTD | +26.5% | -11.5% | +38.0% | +26.0% |
| 1Y | +37.8% | -20.0% | +57.9% | +43.2% |
| All | +37.8% | -19.6% | +57.5% | +43.2% |
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