+286.5%
ETN vs DASH
+8.4%
+278.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.4% |
| 7D | +6.2% | -12.8% | +19.1% | +8.0% |
| 30D | -6.7% | -6.0% | -0.7% | -6.1% |
| 3M | +3.6% | +26.7% | -23.1% | -0.1% |
| 6M | +18.3% | +11.7% | +6.6% | +15.5% |
| YTD | +31.5% | -12.9% | +44.4% | +32.5% |
| 1Y | +20.6% | -23.1% | +43.7% | +23.2% |
| 3Y | +82.5% | +140.0% | -57.5% | +62.2% |
| 5Y | +177.8% | -5.1% | +182.8% | +145.7% |
| All | +286.5% | +8.4% | +278.1% | +239.8% |
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