-4.5%
DASH vs EXC
+90.2%
-94.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.7% | +0.7% |
| 7D | -4.8% | -1.7% | -3.1% | -4.6% |
| 30D | -7.9% | +9.3% | -17.2% | -8.9% |
| 3M | -16.3% | +1.0% | -17.4% | -16.5% |
| 6M | +10.4% | +5.9% | +4.4% | +9.5% |
| YTD | -20.1% | +7.6% | -27.7% | -21.3% |
| 1Y | -11.4% | +2.4% | -13.8% | -12.0% |
| 3Y | +114.1% | +30.2% | +83.8% | +99.8% |
| 5Y | -5.8% | +41.4% | -47.1% | -11.7% |
| All | -4.5% | +90.2% | -94.7% | -10.2% |
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