-9.5%
DASH vs EXPE
+104.0%
-113.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.1% |
| 7D | -4.5% | -0.5% | -4.1% | -4.4% |
| 30D | -6.8% | -6.1% | -0.7% | -4.0% |
| 3M | -20.7% | -21.3% | +0.6% | -11.9% |
| 6M | +15.1% | +19.0% | -3.9% | +5.8% |
| YTD | -24.3% | -8.4% | -15.9% | -22.9% |
| 1Y | -12.1% | -2.8% | -9.3% | -13.4% |
| 3Y | +91.1% | +120.8% | -29.7% | +15.9% |
| 5Y | -30.3% | +46.2% | -76.5% | -52.3% |
| All | -9.5% | +104.0% | -113.4% | -38.9% |
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