-11.1%
DASH vs EXPE
-2.3%
-8.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.4% | -1.2% |
| 7D | -10.2% | -17.8% | +7.5% | -1.1% |
| 30D | -8.2% | -3.2% | -5.0% | -6.4% |
| 3M | -15.9% | -19.0% | +3.1% | -7.3% |
| 6M | +13.3% | +17.7% | -4.4% | +5.4% |
| YTD | -21.3% | -7.8% | -13.5% | -23.3% |
| 1Y | -11.1% | -1.4% | -9.8% | -13.3% |
| All | -11.1% | -2.3% | -8.8% | -13.3% |
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