-5.2%
DASH vs EXPE
+105.0%
-110.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.9% | +4.7% | +2.1% |
| 7D | +0.4% | -9.3% | +9.7% | +5.0% |
| 30D | -6.0% | +0.1% | -6.2% | -6.1% |
| 3M | -15.8% | -15.3% | -0.4% | -9.4% |
| 6M | +7.0% | +5.5% | +1.5% | +3.8% |
| YTD | -20.7% | -8.0% | -12.7% | -19.4% |
| 1Y | -8.5% | +18.9% | -27.4% | -18.3% |
| 3Y | +101.8% | +135.5% | -33.7% | +18.0% |
| 5Y | -9.6% | +44.3% | -53.8% | -38.2% |
| All | -5.2% | +105.0% | -110.1% | -36.1% |
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 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