-8.5%
DASH vs EXR
+26.1%
-34.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.4% | 0.0% |
| 7D | +0.4% | +5.2% | -4.8% | -0.8% |
| 30D | -6.0% | +20.9% | -26.9% | -9.3% |
| 3M | -15.8% | +7.7% | -23.5% | -18.1% |
| 6M | +7.0% | +13.2% | -6.2% | +4.0% |
| YTD | -20.7% | +26.5% | -47.1% | -23.0% |
| 1Y | -8.5% | +27.2% | -35.7% | -10.2% |
| All | -8.5% | +26.1% | -34.6% | -10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling