+34.3%
EEM vs DASH
-1.3%
+35.6%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.1% | +2.3% | +2.2% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -11.9% | -6.0% | -5.9% | -11.3% |
| 3M | -8.8% | -15.8% | +7.0% | -6.9% |
| 6M | -11.6% | +7.0% | -18.6% | -13.2% |
| YTD | +9.0% | -20.7% | +29.7% | +11.1% |
| 1Y | +10.6% | -8.5% | +19.1% | +10.2% |
| 3Y | +64.4% | +101.8% | -37.4% | +44.3% |
| 5Y | +31.0% | -9.6% | +40.6% | +16.7% |
| All | +34.3% | -1.3% | +35.6% | +17.9% |
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 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