+11.7%
DASH vs EXC
+81.8%
-70.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.1% | -3.6% | -4.5% |
| 7D | -10.6% | +0.3% | -10.9% | -10.6% |
| 30D | +2.2% | -3.7% | +5.9% | +2.6% |
| 3M | +32.3% | -1.3% | +33.6% | +32.4% |
| 6M | +19.1% | -9.7% | +28.8% | +20.5% |
| YTD | -6.5% | +2.9% | -9.4% | -7.4% |
| 1Y | -14.9% | +4.4% | -19.3% | -16.0% |
| 3Y | +151.9% | +22.2% | +129.7% | +138.0% |
| 5Y | +9.4% | +46.7% | -37.3% | +2.1% |
| All | +11.7% | +81.8% | -70.1% | +5.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling