-5.1%
DASH vs XLB
+63.5%
-68.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.9% | -6.5% | -6.4% |
| 7D | +0.5% | -0.4% | +0.9% | +1.4% |
| 30D | -7.1% | +5.2% | -12.3% | -11.2% |
| 3M | -13.2% | -0.1% | -13.1% | -12.7% |
| 6M | +8.3% | +2.4% | +5.9% | +5.5% |
| YTD | -20.6% | +16.9% | -37.4% | -33.6% |
| 1Y | -24.4% | +25.0% | -49.4% | -41.5% |
| 3Y | +94.5% | +40.7% | +53.8% | +27.6% |
| 5Y | -9.4% | +31.6% | -41.1% | -35.4% |
| All | -5.1% | +63.5% | -68.5% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling