-17.2%
DASH vs EXPE
+48.9%
-66.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +10.5% | -2.2% | +3.7% |
| 7D | +17.2% | +14.6% | +2.5% | +10.6% |
| 30D | +3.6% | +21.4% | -17.9% | -4.6% |
| 3M | -1.9% | +1.4% | -3.2% | -3.1% |
| 6M | +15.1% | +28.6% | -13.5% | +3.0% |
| YTD | -12.3% | +12.1% | -24.5% | -21.4% |
| 1Y | -17.2% | +50.0% | -67.2% | -28.1% |
| All | -17.2% | +48.9% | -66.1% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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