+101.2%
EWY vs DASH
-2.1%
+103.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | 0.0% | +6.2% | +6.2% |
| 7D | -2.8% | -10.2% | +7.4% | -1.1% |
| 30D | -13.1% | -8.2% | -4.9% | -12.1% |
| 3M | -11.6% | -15.9% | +4.3% | -9.6% |
| 6M | -23.4% | +13.3% | -36.7% | -25.4% |
| YTD | +52.0% | -21.3% | +73.3% | +55.4% |
| 1Y | +58.6% | -11.1% | +69.7% | +58.8% |
| 3Y | +163.3% | +103.8% | +59.5% | +130.6% |
| 5Y | +108.7% | -21.6% | +130.3% | +84.0% |
| All | +101.2% | -2.1% | +103.3% | +75.4% |
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