+4.8%
DASH vs EXR
+79.1%
-74.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.1% | +5.3% | +7.1% |
| 7D | +17.2% | +11.3% | +5.9% | +12.4% |
| 30D | +3.6% | +21.2% | -17.6% | -4.0% |
| 3M | -1.9% | +8.7% | -10.6% | -5.0% |
| 6M | +15.1% | +18.2% | -3.1% | +7.4% |
| YTD | -12.3% | +27.9% | -40.3% | -21.3% |
| 1Y | -17.2% | +28.3% | -45.6% | -25.8% |
| 3Y | +114.7% | +71.7% | +43.1% | +57.2% |
| 5Y | -4.3% | -0.6% | -3.6% | -8.5% |
| All | +4.8% | +79.1% | -74.3% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling