+134.8%
EWY vs DASH
+94.3%
+40.6%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.1% | +4.2% | +4.1% |
| 7D | -10.4% | +0.4% | -10.8% | -10.2% |
| 30D | -25.4% | -6.0% | -19.4% | -24.6% |
| 3M | -16.5% | -15.8% | -0.8% | -14.4% |
| 6M | -24.7% | +7.0% | -31.7% | -26.4% |
| YTD | +40.9% | -20.7% | +61.6% | +44.5% |
| 1Y | +49.8% | -8.5% | +58.4% | +48.8% |
| 3Y | +134.8% | +101.8% | +33.0% | +89.8% |
| All | +134.8% | +94.3% | +40.6% | +89.8% |
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 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