+31.4%
EEM vs DASH
-1.1%
+32.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -9.4% | +3.6% | -4.5% |
| 7D | -7.4% | +0.5% | -8.0% | -7.6% |
| 30D | -15.0% | -7.1% | -7.9% | -14.3% |
| 3M | -11.7% | -13.2% | +1.5% | -10.3% |
| 6M | -10.8% | +8.3% | -19.1% | -12.5% |
| YTD | +6.7% | -20.6% | +27.2% | +8.7% |
| 1Y | +7.4% | -24.4% | +31.8% | +9.7% |
| 3Y | +62.1% | +94.5% | -32.4% | +43.0% |
| 5Y | +28.2% | -9.4% | +37.7% | +14.2% |
| All | +31.4% | -1.1% | +32.5% | +15.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling