-14.9%
DASH vs EXPD
+57.8%
-72.7%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -4.8% |
| 7D | -10.6% | -1.1% | -9.4% | -10.4% |
| 30D | +2.2% | +4.1% | -1.9% | +1.3% |
| 3M | +32.3% | +17.9% | +14.4% | +26.7% |
| 6M | +19.1% | +29.2% | -10.1% | +11.0% |
| YTD | -6.5% | +27.4% | -33.9% | -11.8% |
| 1Y | -14.9% | +56.8% | -71.7% | -21.5% |
| All | -14.9% | +57.8% | -72.7% | -21.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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