+114.1%
DASH vs EXPE
+125.5%
-11.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -4.8% | -13.3% | +8.5% | +0.4% |
| 30D | -7.9% | -5.5% | -2.4% | -5.7% |
| 3M | -16.3% | -16.5% | +0.1% | -10.8% |
| 6M | +10.4% | +13.1% | -2.7% | +6.3% |
| YTD | -20.1% | -8.0% | -12.1% | -19.2% |
| 1Y | -11.4% | +1.1% | -12.5% | -13.0% |
| 3Y | +114.1% | +131.2% | -17.1% | +50.7% |
| All | +114.1% | +125.5% | -11.4% | +50.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling