-8.5%
DASH vs EXE
-22.0%
+13.4%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | -0.3% |
| 7D | +0.4% | -6.6% | +7.0% | -0.8% |
| 30D | -6.0% | -4.0% | -2.1% | -6.8% |
| 3M | -15.8% | -7.5% | -8.3% | -16.7% |
| 6M | +7.0% | -11.7% | +18.6% | +5.8% |
| YTD | -20.7% | -22.0% | +1.3% | -22.8% |
| 1Y | -8.5% | -21.8% | +13.3% | -10.4% |
| All | -8.5% | -22.0% | +13.4% | -10.4% |
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