+11.7%
DASH vs EXEL
+209.6%
-197.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.4% | -4.6% |
| 7D | -10.6% | +8.4% | -18.9% | -12.3% |
| 30D | +2.2% | +4.1% | -1.9% | +0.9% |
| 3M | +32.3% | +12.4% | +19.9% | +28.3% |
| 6M | +19.1% | +41.5% | -22.4% | +8.5% |
| YTD | -6.5% | +34.6% | -41.1% | -14.0% |
| 1Y | -14.9% | +57.9% | -72.8% | -25.5% |
| 3Y | +151.9% | +159.5% | -7.6% | +82.2% |
| 5Y | +9.4% | +198.5% | -189.0% | -25.8% |
| All | +11.7% | +209.6% | -197.9% | -26.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling