-12.2%
DASH vs EXE
-24.1%
+11.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.3% | -2.9% | -3.2% |
| 7D | -4.1% | +3.6% | -7.6% | -3.5% |
| 30D | -10.6% | -4.3% | -6.3% | -11.3% |
| 3M | -18.8% | -7.7% | -11.1% | -19.8% |
| 6M | +11.2% | -7.2% | +18.5% | +10.8% |
| YTD | -23.8% | -18.5% | -5.3% | -25.3% |
| 1Y | -12.2% | -24.4% | +12.2% | -12.8% |
| All | -12.2% | -24.1% | +11.9% | -12.8% |
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