+282.4%
ETN vs DASH
+16.3%
+266.1%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -4.6% | +8.1% | +4.1% |
| 7D | +2.0% | -10.6% | +12.6% | +3.4% |
| 30D | -7.9% | +2.2% | -10.1% | -8.3% |
| 3M | -1.6% | +32.3% | -33.9% | -5.6% |
| 6M | +16.9% | +19.1% | -2.2% | +13.2% |
| YTD | +30.1% | -6.5% | +36.6% | +30.0% |
| 1Y | +19.3% | -14.9% | +34.2% | +20.3% |
| 3Y | +82.5% | +151.9% | -69.4% | +61.1% |
| 5Y | +166.8% | +9.4% | +157.4% | +133.6% |
| All | +282.4% | +16.3% | +266.1% | +233.3% |
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