-4.5%
DASH vs XME
+208.9%
-213.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.5% | -4.8% | -1.7% |
| 7D | -4.8% | +0.9% | -5.7% | -5.2% |
| 30D | -7.9% | -7.3% | -0.6% | -4.9% |
| 3M | -16.3% | -14.8% | -1.6% | -10.8% |
| 6M | +10.4% | -18.4% | +28.8% | +18.3% |
| YTD | -20.1% | -4.7% | -15.4% | -21.9% |
| 1Y | -11.4% | +5.7% | -17.1% | -18.1% |
| 3Y | +114.1% | +104.0% | +10.1% | +36.1% |
| 5Y | -5.8% | +122.4% | -128.2% | -39.9% |
| All | -4.5% | +208.9% | -213.4% | -36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling