+157.1%
EWY vs DASH
+16.3%
+140.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -4.6% | +9.2% | +5.3% |
| 7D | +4.8% | -10.6% | +15.4% | +6.5% |
| 30D | +11.7% | +2.2% | +9.5% | +11.2% |
| 3M | -7.4% | +32.3% | -39.7% | -11.5% |
| 6M | +40.6% | +19.1% | +21.4% | +35.8% |
| YTD | +94.3% | -6.5% | +100.8% | +94.0% |
| 1Y | +164.3% | -14.9% | +179.2% | +166.5% |
| 3Y | +221.0% | +151.9% | +69.0% | +172.2% |
| 5Y | +139.1% | +9.4% | +129.7% | +103.7% |
| All | +157.1% | +16.3% | +140.8% | +119.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling