-16.4%
DASH vs EXE
+154.0%
-170.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.3% | -7.1% | -9.0% |
| 7D | +0.5% | -5.6% | +6.2% | +1.4% |
| 30D | -7.1% | -3.3% | -3.8% | -6.7% |
| 3M | -13.2% | -5.5% | -7.7% | -12.6% |
| 6M | +8.3% | -13.4% | +21.7% | +10.5% |
| YTD | -20.6% | -21.3% | +0.8% | -17.9% |
| 1Y | -24.4% | -20.7% | -3.7% | -22.2% |
| 3Y | +94.5% | +3.9% | +90.6% | +88.4% |
| 5Y | -9.4% | +63.7% | -73.1% | -15.0% |
| All | -16.4% | +154.0% | -170.3% | -25.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling