-19.8%
DASH vs EXE
+161.3%
-181.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.9% | -2.2% | -3.0% |
| 7D | -4.1% | +2.9% | -7.0% | -4.5% |
| 30D | -10.6% | -4.9% | -5.7% | -10.0% |
| 3M | -18.8% | -8.3% | -10.5% | -17.8% |
| 6M | +11.2% | -7.8% | +19.1% | +12.2% |
| YTD | -23.8% | -19.0% | -4.8% | -21.6% |
| 1Y | -12.2% | -24.8% | +12.7% | -8.4% |
| 3Y | +97.3% | +20.8% | +76.5% | +85.7% |
| 5Y | -29.8% | +76.2% | -106.0% | -34.2% |
| All | -19.8% | +161.3% | -181.1% | -28.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling