+11.7%
DASH vs EXPE
+135.6%
-123.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.7% | -2.9% | -3.9% |
| 7D | -10.6% | -9.5% | -1.0% | -6.4% |
| 30D | +2.2% | -6.6% | +8.8% | +5.1% |
| 3M | +32.3% | +31.4% | +0.9% | +16.6% |
| 6M | +19.1% | +35.2% | -16.1% | +3.2% |
| YTD | -6.5% | +5.8% | -12.3% | -10.7% |
| 1Y | -14.9% | +38.7% | -53.6% | -29.5% |
| 3Y | +151.9% | +175.8% | -23.8% | +36.3% |
| 5Y | +9.4% | +111.8% | -102.4% | -32.7% |
| All | +11.7% | +135.6% | -123.9% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling