+1.6%
DASH vs XE
-65.4%
+67.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +15.9% | -16.0% | -0.6% |
| 7D | +0.4% | -4.6% | +5.0% | +0.4% |
| 30D | -6.0% | -27.5% | +21.5% | -5.3% |
| 3M | -15.8% | -49.9% | +34.2% | -14.4% |
| 6M | +7.0% | -67.2% | +74.2% | +1.1% |
| All | +1.6% | -65.4% | +67.0% | -3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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