+91.1%
DASH vs EXE
+21.0%
+70.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.5% | -0.7% |
| 7D | -4.5% | +5.3% | -9.9% | -5.0% |
| 30D | -6.8% | -2.2% | -4.6% | -6.7% |
| 3M | -20.7% | -5.9% | -14.8% | -20.3% |
| 6M | +15.1% | -5.7% | +20.8% | +15.7% |
| YTD | -24.3% | -17.8% | -6.4% | -22.4% |
| 1Y | -12.1% | -23.1% | +11.0% | -8.7% |
| 3Y | +91.1% | +21.2% | +69.9% | +84.3% |
| All | +91.1% | +21.0% | +70.1% | +84.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling