+7.4%
DASH vs EXPE
+111.8%
-104.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -3.8% |
| 7D | -10.6% | -9.5% | -1.0% | -6.2% |
| 30D | +2.2% | -6.6% | +8.8% | +5.3% |
| 3M | +32.3% | +31.4% | +0.9% | +16.0% |
| 6M | +19.1% | +35.2% | -16.1% | +2.6% |
| YTD | -6.5% | +5.8% | -12.3% | -10.9% |
| 1Y | -14.9% | +38.7% | -53.6% | -30.2% |
| 3Y | +151.9% | +175.8% | -23.8% | +30.2% |
| All | +7.4% | +111.8% | -104.4% | -30.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling