+11.7%
DASH vs EXR
+53.1%
-41.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -4.1% |
| 7D | -10.6% | -2.6% | -8.0% | -9.6% |
| 30D | +2.2% | -7.2% | +9.3% | +5.2% |
| 3M | +32.3% | -3.5% | +35.8% | +34.0% |
| 6M | +19.1% | -5.3% | +24.4% | +21.2% |
| YTD | -6.5% | +9.4% | -15.9% | -10.8% |
| 1Y | -14.9% | +1.3% | -16.2% | -16.4% |
| 3Y | +151.9% | +22.4% | +129.5% | +116.0% |
| 5Y | +9.4% | -12.2% | +21.7% | +11.2% |
| All | +11.7% | +53.1% | -41.3% | +43.3% |
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