-5.9%
DASH vs EXPE
+100.6%
-106.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.1% | +0.6% | -0.5% |
| 7D | -2.8% | -11.2% | +8.4% | +2.7% |
| 30D | -9.3% | -7.5% | -1.8% | -6.0% |
| 3M | -15.1% | -19.1% | +4.0% | -6.8% |
| 6M | +8.7% | +10.7% | -2.0% | +3.4% |
| YTD | -21.3% | -9.9% | -11.4% | -19.3% |
| 1Y | -12.7% | -4.6% | -8.0% | -13.1% |
| 3Y | +103.8% | +116.8% | -13.0% | +24.7% |
| 5Y | -16.8% | +38.6% | -55.4% | -42.4% |
| All | -5.9% | +100.6% | -106.6% | -36.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling