+62.4%
EWY vs DASH
-16.7%
+79.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +8.3% | -10.2% | -2.4% |
| 7D | -8.3% | +17.2% | -25.5% | -9.4% |
| 30D | -20.5% | +3.6% | -24.1% | -20.7% |
| 3M | -11.1% | -1.9% | -9.2% | -11.2% |
| 6M | -7.0% | +15.1% | -22.1% | -9.3% |
| YTD | +56.5% | -12.3% | +68.8% | +55.0% |
| 1Y | +62.4% | -17.2% | +79.7% | +61.5% |
| All | +62.4% | -16.7% | +79.1% | +61.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling