+7.4%
DASH vs XME
+176.2%
-168.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.4% |
| 3M | +32.3% | -7.7% | +40.0% | +36.4% |
| 6M | +19.1% | +1.0% | +18.2% | +15.1% |
| YTD | -6.5% | +14.6% | -21.1% | -17.3% |
| 1Y | -14.9% | +46.0% | -60.8% | -36.2% |
| 3Y | +151.9% | +127.0% | +24.9% | +35.7% |
| All | +7.4% | +176.2% | -168.8% | -47.1% |
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