-7.0%
DASH vs EXE
+61.0%
-68.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.7% | 0.0% |
| 7D | +0.4% | -6.6% | +7.0% | +1.6% |
| 30D | -6.0% | -4.0% | -2.1% | -5.5% |
| 3M | -15.8% | -7.5% | -8.3% | -14.8% |
| 6M | +7.0% | -11.7% | +18.6% | +8.9% |
| YTD | -20.7% | -22.0% | +1.3% | -17.5% |
| 1Y | -8.5% | -21.8% | +13.3% | -5.2% |
| 3Y | +101.8% | +8.0% | +93.8% | +92.1% |
| All | -7.0% | +61.0% | -68.0% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling