-9.4%
DASH vs EXPD
+52.5%
-61.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.5% | -4.9% | -6.9% |
| 7D | +0.5% | -4.8% | +5.3% | +3.3% |
| 30D | -7.1% | -1.5% | -5.5% | -6.3% |
| 3M | -13.2% | +4.1% | -17.3% | -15.4% |
| 6M | +8.3% | +24.0% | -15.7% | -5.5% |
| YTD | -20.6% | +27.4% | -48.0% | -32.9% |
| 1Y | -24.4% | +38.4% | -62.8% | -39.5% |
| 3Y | +94.5% | +73.2% | +21.3% | +23.0% |
| 5Y | -9.4% | +59.9% | -69.3% | -46.4% |
| All | -9.4% | +52.5% | -61.9% | -46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling