+164.3%
EWY vs DASH
-14.9%
+179.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.6% | +9.2% | +5.0% |
| 7D | +4.8% | -10.6% | +15.4% | +6.0% |
| 30D | +11.7% | +2.2% | +9.5% | +11.3% |
| 3M | -7.4% | +32.3% | -39.7% | -11.4% |
| 6M | +40.6% | +19.1% | +21.4% | +35.6% |
| YTD | +94.3% | -6.5% | +100.8% | +93.4% |
| 1Y | +164.3% | -14.9% | +179.2% | +173.8% |
| All | +164.3% | -14.9% | +179.2% | +173.8% |
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