-5.9%
DASH vs EXPD
+123.0%
-128.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -2.8% | -7.4% | +4.6% | +1.3% |
| 30D | -9.3% | -2.1% | -7.2% | -8.3% |
| 3M | -15.1% | +5.7% | -20.8% | -17.8% |
| 6M | +8.7% | +21.4% | -12.6% | -3.4% |
| YTD | -21.3% | +27.6% | -48.9% | -33.2% |
| 1Y | -12.7% | +36.1% | -48.8% | -29.0% |
| 3Y | +103.8% | +69.9% | +33.9% | +35.1% |
| 5Y | -16.8% | +59.7% | -76.5% | -46.2% |
| All | -5.9% | +123.0% | -128.9% | -48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling