-9.4%
DASH vs EXPE
+54.1%
-63.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -13.7% | +4.3% | -2.5% |
| 7D | +0.5% | -3.6% | +4.1% | +2.4% |
| 30D | -7.1% | +4.8% | -11.8% | -9.2% |
| 3M | -13.2% | -14.6% | +1.4% | -6.6% |
| 6M | +8.3% | +10.0% | -1.7% | +2.4% |
| YTD | -20.6% | -3.3% | -17.3% | -21.3% |
| 1Y | -24.4% | +28.4% | -52.8% | -36.2% |
| 3Y | +94.5% | +145.1% | -50.6% | +1.7% |
| 5Y | -9.4% | +51.6% | -61.1% | -40.1% |
| All | -9.4% | +54.1% | -63.5% | -40.1% |
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