+81.6%
ETN vs DASH
+160.1%
-78.5%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +4.5% |
| 7D | +2.0% | -10.6% | +12.6% | +4.5% |
| 30D | -7.9% | +2.2% | -10.1% | -8.6% |
| 3M | -1.6% | +32.3% | -33.9% | -8.7% |
| 6M | +16.9% | +19.1% | -2.2% | +10.5% |
| YTD | +30.1% | -6.5% | +36.6% | +31.7% |
| 1Y | +19.3% | -14.9% | +34.2% | +23.3% |
| All | +81.6% | +160.1% | -78.5% | +33.9% |
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 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