-7.0%
DASH vs EXEL
+260.1%
-267.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.5% |
| 7D | +0.4% | +0.3% | +0.1% | +0.4% |
| 30D | -6.0% | +19.0% | -25.1% | -10.2% |
| 3M | -15.8% | +33.3% | -49.0% | -22.0% |
| 6M | +7.0% | +42.9% | -35.9% | -3.3% |
| YTD | -20.7% | +58.7% | -79.4% | -31.0% |
| 1Y | -8.5% | +70.5% | -79.1% | -22.3% |
| 3Y | +101.8% | +233.8% | -132.0% | +23.2% |
| All | -7.0% | +260.1% | -267.1% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling