-5.1%
DASH vs EXPE
+115.4%
-120.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -13.7% | +4.3% | -3.0% |
| 7D | +0.5% | -3.6% | +4.1% | +2.3% |
| 30D | -7.1% | +4.8% | -11.8% | -9.0% |
| 3M | -13.2% | -14.6% | +1.4% | -7.1% |
| 6M | +8.3% | +10.0% | -1.7% | +3.1% |
| YTD | -20.6% | -3.3% | -17.3% | -21.1% |
| 1Y | -24.4% | +28.4% | -52.8% | -34.9% |
| 3Y | +94.5% | +145.1% | -50.6% | +11.9% |
| 5Y | -9.4% | +51.6% | -61.1% | -39.5% |
| All | -5.1% | +115.4% | -120.5% | -37.4% |
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