+102.1%
DASH vs EXC
+28.8%
+73.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.6% | -10.0% | -9.3% |
| 7D | +0.5% | +1.4% | -0.8% | +0.6% |
| 30D | -7.1% | +11.6% | -18.7% | -5.8% |
| 3M | -13.2% | +2.7% | -15.8% | -13.1% |
| 6M | +8.3% | +2.7% | +5.6% | +8.6% |
| YTD | -20.6% | +9.7% | -30.3% | -19.5% |
| 1Y | -24.4% | +4.5% | -28.9% | -23.7% |
| All | +102.1% | +28.8% | +73.3% | +109.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling