+234.4%
ETN vs DASH
-0.6%
+235.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +0.7% | +4.4% | +5.1% |
| 7D | -1.8% | -4.8% | +2.9% | -1.4% |
| 30D | -16.4% | -7.9% | -8.5% | -15.7% |
| 3M | -19.9% | -16.3% | -3.6% | -18.5% |
| 6M | -10.3% | +10.4% | -20.7% | -12.4% |
| YTD | +13.8% | -20.1% | +33.8% | +15.5% |
| 1Y | -3.1% | -11.4% | +8.4% | -3.2% |
| 3Y | +70.1% | +114.1% | -44.0% | +53.0% |
| 5Y | +122.3% | -5.8% | +128.1% | +97.6% |
| All | +234.4% | -0.6% | +235.0% | +196.1% |
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