-14.9%
DASH vs EXE
+3.1%
-18.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.5% | -4.8% |
| 7D | -10.6% | -0.3% | -10.3% | -10.6% |
| 30D | +2.2% | +8.5% | -6.3% | +3.3% |
| 3M | +32.3% | +5.5% | +26.8% | +34.0% |
| 6M | +19.1% | -5.9% | +25.0% | +19.7% |
| YTD | -6.5% | -9.7% | +3.2% | -6.5% |
| 1Y | -14.9% | +3.6% | -18.5% | -12.3% |
| All | -14.9% | +3.1% | -18.0% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 EXE 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