+93.4%
EWY vs DASH
-0.6%
+94.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.7% | +3.0% | +3.6% |
| 7D | -6.3% | -4.8% | -1.5% | -5.5% |
| 30D | -19.8% | -7.9% | -11.9% | -18.9% |
| 3M | -14.4% | -16.3% | +1.9% | -12.5% |
| 6M | -25.3% | +10.4% | -35.7% | -27.0% |
| YTD | +46.2% | -20.1% | +66.3% | +49.0% |
| 1Y | +58.3% | -11.4% | +69.7% | +58.6% |
| 3Y | +155.0% | +114.1% | +40.9% | +121.7% |
| 5Y | +99.5% | -5.8% | +105.2% | +73.6% |
| All | +93.4% | -0.6% | +94.0% | +68.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling