+153.0%
DASH vs EXR
+22.7%
+130.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.3% |
| 7D | -10.6% | -2.6% | -8.0% | -10.0% |
| 30D | +2.2% | -7.2% | +9.3% | +4.0% |
| 3M | +32.3% | -3.5% | +35.8% | +33.4% |
| 6M | +19.1% | -5.3% | +24.4% | +20.3% |
| YTD | -6.5% | +9.4% | -15.9% | -9.3% |
| 1Y | -14.9% | +1.3% | -16.2% | -15.8% |
| All | +153.0% | +22.7% | +130.3% | +130.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling