-11.3%
DASH vs EXEL
+74.8%
-86.2%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.1% | -2.4% | +0.4% |
| 7D | -4.8% | +2.3% | -7.1% | -4.8% |
| 30D | -7.9% | +19.8% | -27.8% | -8.9% |
| 3M | -16.3% | +32.7% | -49.0% | -17.7% |
| 6M | +10.4% | +49.0% | -38.6% | +8.7% |
| YTD | -20.1% | +63.7% | -83.8% | -21.9% |
| All | -11.3% | +74.8% | -86.2% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 1y: compounded portfolio wealth divided by compounded EXEL 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…
1y analysis · Full analysis span regression · 6 months rolling