-4.5%
DASH vs EXR
+78.1%
-82.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.6% | +0.1% | +0.5% |
| 7D | -4.8% | +2.7% | -7.5% | -5.7% |
| 30D | -7.9% | +18.9% | -26.9% | -13.9% |
| 3M | -16.3% | +8.4% | -24.7% | -18.9% |
| 6M | +10.4% | +14.3% | -3.9% | +4.5% |
| YTD | -20.1% | +27.2% | -47.3% | -28.1% |
| 1Y | -11.4% | +25.9% | -37.4% | -20.1% |
| 3Y | +114.1% | +54.6% | +59.4% | +66.2% |
| 5Y | -5.8% | -0.6% | -5.2% | -9.6% |
| All | -4.5% | +78.1% | -82.6% | +15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 10y: compounded portfolio wealth divided by compounded EXR 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…
10y analysis · Full analysis span regression · 6 months rolling