-12.1%
DASH vs EXC
+3.6%
-15.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.4% | -2.0% | -0.4% |
| 7D | -4.5% | +1.4% | -5.9% | -4.3% |
| 30D | -6.8% | +8.6% | -15.4% | -4.7% |
| 3M | -20.7% | +2.4% | -23.1% | -20.8% |
| 6M | +15.1% | +6.5% | +8.6% | +17.7% |
| YTD | -24.3% | +9.0% | -33.3% | -19.8% |
| 1Y | -12.1% | +4.6% | -16.7% | -6.3% |
| All | -12.1% | +3.6% | -15.8% | -6.3% |
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 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