+63.3%
ETN vs DASH
+94.3%
-31.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -0.1% | +4.6% | +4.5% |
| 7D | -7.6% | +0.4% | -8.0% | -8.0% |
| 30D | -20.8% | -6.0% | -14.7% | -20.1% |
| 3M | -23.6% | -15.8% | -7.8% | -21.5% |
| 6M | -18.5% | +7.0% | -25.4% | -21.6% |
| YTD | +8.2% | -20.7% | +28.9% | +13.0% |
| 1Y | -8.7% | -8.5% | -0.2% | -9.9% |
| 3Y | +63.3% | +101.8% | -38.5% | +24.7% |
| All | +63.3% | +94.3% | -31.0% | +24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling