-9.4%
DASH vs EXEL
+262.4%
-271.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.6% | -3.8% | -7.9% |
| 7D | +0.5% | +3.8% | -3.3% | -0.4% |
| 30D | -7.1% | +17.8% | -24.9% | -11.0% |
| 3M | -13.2% | +21.2% | -34.4% | -17.7% |
| 6M | +8.3% | +54.7% | -46.4% | -4.4% |
| YTD | -20.6% | +56.8% | -77.3% | -30.7% |
| 1Y | -24.4% | +70.2% | -94.6% | -35.8% |
| 3Y | +94.5% | +227.2% | -132.7% | +19.5% |
| 5Y | -9.4% | +254.9% | -264.3% | -47.1% |
| All | -9.4% | +262.4% | -271.8% | -47.1% |
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