-8.9%
DASH vs EXC
+90.1%
-99.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -4.1% | -1.9% | -2.1% | -3.8% |
| 30D | -10.6% | +7.8% | -18.4% | -11.4% |
| 3M | -18.8% | +1.9% | -20.6% | -19.0% |
| 6M | +11.2% | +3.4% | +7.8% | +10.6% |
| YTD | -23.8% | +7.6% | -31.4% | -25.0% |
| 1Y | -12.2% | +2.1% | -14.3% | -12.7% |
| 3Y | +97.3% | +29.6% | +67.7% | +84.4% |
| 5Y | -29.8% | +39.5% | -69.3% | -34.2% |
| All | -8.9% | +90.1% | -99.1% | -14.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling