-17.2%
DASH vs EXC
+1.0%
-18.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.6% | +6.7% | +8.5% |
| 7D | +17.2% | +3.3% | +13.9% | +17.8% |
| 30D | +3.6% | +13.3% | -9.7% | +6.4% |
| 3M | -1.9% | +1.8% | -3.7% | -2.3% |
| 6M | +15.1% | +1.1% | +14.0% | +14.7% |
| YTD | -12.3% | +9.0% | -21.3% | -9.4% |
| 1Y | -17.2% | +3.4% | -20.6% | -12.5% |
| All | -17.2% | +1.0% | -18.3% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling