+7.4%
DASH vs XLB
+36.1%
-28.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.3% |
| 7D | -10.6% | -1.4% | -9.2% | -9.2% |
| 30D | +2.2% | -0.4% | +2.5% | +2.5% |
| 3M | +32.3% | +2.0% | +30.3% | +29.1% |
| 6M | +19.1% | +1.8% | +17.3% | +15.4% |
| YTD | -6.5% | +16.6% | -23.1% | -23.4% |
| 1Y | -14.9% | +16.9% | -31.8% | -30.8% |
| 3Y | +151.9% | +32.6% | +119.4% | +69.6% |
| All | +7.4% | +36.1% | -28.7% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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