+153.0%
DASH vs XME
+127.9%
+25.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.2% | -4.8% | -4.7% |
| 7D | -10.6% | -0.1% | -10.5% | -10.5% |
| 30D | +2.2% | +6.0% | -3.8% | -0.4% |
| 3M | +32.3% | -7.7% | +40.0% | +35.8% |
| 6M | +19.1% | +1.0% | +18.2% | +16.4% |
| YTD | -6.5% | +14.6% | -21.1% | -15.0% |
| 1Y | -14.9% | +46.0% | -60.8% | -32.7% |
| All | +153.0% | +127.9% | +25.1% | +38.7% |
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