+114.1%
DASH vs EXE
+14.7%
+99.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -4.8% | -3.9% | -0.9% | -4.5% |
| 30D | -7.9% | -2.6% | -5.3% | -7.8% |
| 3M | -16.3% | -6.9% | -9.5% | -15.9% |
| 6M | +10.4% | -9.3% | +19.7% | +11.4% |
| YTD | -20.1% | -20.7% | +0.6% | -17.8% |
| 1Y | -11.4% | -21.8% | +10.4% | -8.9% |
| 3Y | +114.1% | +16.2% | +97.9% | +108.0% |
| All | +114.1% | +14.7% | +99.4% | +108.0% |
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