+4.8%
DASH vs EXPD
+133.0%
-128.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.2% | +11.6% | +10.1% |
| 7D | +17.2% | +0.3% | +16.9% | +16.7% |
| 30D | +3.6% | +1.8% | +1.7% | +2.3% |
| 3M | -1.9% | +8.9% | -10.8% | -6.8% |
| 6M | +15.1% | +42.2% | -27.2% | -7.5% |
| YTD | -12.3% | +33.4% | -45.7% | -27.5% |
| 1Y | -17.2% | +47.2% | -64.4% | -35.6% |
| 3Y | +114.7% | +81.3% | +33.4% | +36.3% |
| 5Y | -4.3% | +60.2% | -64.5% | -38.6% |
| All | +4.8% | +133.0% | -128.2% | -43.7% |
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