+98.6%
DASH vs XME
+100.3%
-1.8%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.6% | -0.2% |
| 7D | -10.2% | +1.5% | -11.8% | -10.7% |
| 30D | -8.2% | -7.3% | -1.0% | -5.9% |
| 3M | -15.9% | -17.4% | +1.5% | -10.7% |
| 6M | +13.3% | -21.8% | +35.1% | +21.9% |
| YTD | -21.3% | -6.0% | -15.3% | -23.1% |
| 1Y | -11.1% | +3.8% | -14.9% | -17.5% |
| All | +98.6% | +100.3% | -1.8% | +25.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling