-7.0%
DASH vs XME
+110.8%
-117.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -1.9% |
| 7D | +0.4% | -4.5% | +4.8% | +2.9% |
| 30D | -6.0% | -10.9% | +4.8% | -0.2% |
| 3M | -15.8% | -15.3% | -0.5% | -8.9% |
| 6M | +7.0% | -24.6% | +31.6% | +21.2% |
| YTD | -20.7% | -9.6% | -11.0% | -21.1% |
| 1Y | -8.5% | +2.9% | -11.5% | -16.7% |
| 3Y | +101.8% | +86.9% | +14.9% | +15.3% |
| All | -7.0% | +110.8% | -117.8% | -50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling