+11.7%
DASH vs EXPD
+122.5%
-110.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.9% | -5.5% | -5.1% |
| 7D | -10.6% | -1.1% | -9.4% | -10.0% |
| 30D | +2.2% | +4.1% | -1.9% | -0.2% |
| 3M | +32.3% | +17.9% | +14.4% | +19.6% |
| 6M | +19.1% | +29.2% | -10.1% | +1.1% |
| YTD | -6.5% | +27.4% | -33.9% | -20.5% |
| 1Y | -14.9% | +56.8% | -71.7% | -36.9% |
| 3Y | +151.9% | +68.0% | +83.9% | +68.9% |
| 5Y | +9.4% | +61.9% | -52.4% | -29.6% |
| All | +11.7% | +122.5% | -110.8% | -38.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling