+235.2%
ETN vs DASH
-5.2%
+240.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.7% | 0.0% |
| 7D | +10.1% | -4.1% | +14.2% | +10.7% |
| 30D | -15.9% | -10.6% | -5.3% | -15.0% |
| 3M | -21.7% | -18.8% | -2.9% | -20.0% |
| 6M | -10.1% | +11.2% | -21.3% | -12.3% |
| YTD | +14.0% | -23.8% | +37.8% | +16.5% |
| 1Y | -1.7% | -12.2% | +10.5% | -1.8% |
| 3Y | +67.9% | +97.3% | -29.4% | +52.4% |
| 5Y | +125.5% | -29.8% | +155.4% | +102.9% |
| All | +235.2% | -5.2% | +240.4% | +198.6% |
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