-1.6%
DASH vs EXE
+191.4%
-193.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.5% | -4.4% |
| 7D | -10.6% | -0.3% | -10.3% | -10.5% |
| 30D | +2.2% | +8.5% | -6.3% | +0.7% |
| 3M | +32.3% | +5.5% | +26.8% | +30.8% |
| 6M | +19.1% | -5.9% | +25.0% | +20.0% |
| YTD | -6.5% | -9.7% | +3.2% | -5.3% |
| 1Y | -14.9% | +3.6% | -18.5% | -16.7% |
| 3Y | +151.9% | +18.0% | +133.9% | +139.4% |
| 5Y | +9.4% | +109.4% | -100.0% | +0.5% |
| All | -1.6% | +191.4% | -193.0% | -13.6% |
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