-24.4%
DASH vs EXPD
+42.2%
-66.6%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.5% | -4.9% | -8.1% |
| 7D | +0.5% | -4.8% | +5.3% | +1.8% |
| 30D | -7.1% | -1.5% | -5.5% | -6.7% |
| 3M | -13.2% | +4.1% | -17.3% | -14.2% |
| 6M | +8.3% | +24.0% | -15.7% | +0.8% |
| YTD | -20.6% | +27.4% | -48.0% | -29.1% |
| 1Y | -24.4% | +38.4% | -62.8% | -41.3% |
| All | -24.4% | +42.2% | -66.6% | -41.3% |
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