+7.4%
DASH vs EXR
-11.8%
+19.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.1% |
| 7D | -10.6% | -2.6% | -8.0% | -9.5% |
| 30D | +2.2% | -7.2% | +9.3% | +5.6% |
| 3M | +32.3% | -3.5% | +35.8% | +34.2% |
| 6M | +19.1% | -5.3% | +24.4% | +21.5% |
| YTD | -6.5% | +9.4% | -15.9% | -11.4% |
| 1Y | -14.9% | +1.3% | -16.2% | -16.6% |
| 3Y | +151.9% | +22.4% | +129.5% | +109.0% |
| All | +7.4% | -11.8% | +19.3% | +5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling