-5.2%
DASH vs XLC
+65.1%
-70.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.6% | -0.8% |
| 7D | +0.4% | +4.9% | -4.5% | -6.1% |
| 30D | -6.0% | -5.8% | -0.2% | +2.5% |
| 3M | -15.8% | -5.4% | -10.3% | -8.8% |
| 6M | +7.0% | -10.2% | +17.1% | +24.8% |
| YTD | -20.7% | -10.2% | -10.5% | -7.1% |
| 1Y | -8.5% | -5.6% | -2.9% | -0.5% |
| 3Y | +101.8% | +61.0% | +40.8% | -2.6% |
| 5Y | -9.6% | +35.2% | -44.8% | -42.8% |
| All | -5.2% | +65.1% | -70.3% | -40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 10y: compounded portfolio wealth divided by compounded XLC 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…
10y analysis · Full analysis span regression · 6 months rolling