+161.6%
EWY vs DASH
+99.1%
+62.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.2% | +1.5% | -1.1% |
| 7D | +10.4% | -4.1% | +14.5% | +11.2% |
| 30D | -12.7% | -10.6% | -2.1% | -11.0% |
| 3M | -17.3% | -18.8% | +1.4% | -14.8% |
| 6M | -18.6% | +11.2% | -29.8% | -20.9% |
| YTD | +49.5% | -23.8% | +73.3% | +54.4% |
| 1Y | +55.0% | -12.2% | +67.1% | +55.0% |
| All | +161.6% | +99.1% | +62.6% | +112.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling