-19.8%
DASH vs EXE
+163.0%
-182.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.1% |
| 7D | -4.1% | +3.6% | -7.6% | -4.6% |
| 30D | -10.6% | -4.3% | -6.3% | -10.1% |
| 3M | -18.8% | -7.7% | -11.1% | -17.9% |
| 6M | +11.2% | -7.2% | +18.5% | +12.1% |
| YTD | -23.8% | -18.5% | -5.3% | -21.7% |
| 1Y | -12.2% | -24.4% | +12.2% | -8.5% |
| 3Y | +97.3% | +21.6% | +75.7% | +85.5% |
| 5Y | -29.8% | +77.3% | -107.2% | -34.3% |
| All | -19.8% | +163.0% | -182.8% | -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