+102.1%
DASH vs XLC
+59.8%
+42.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.6% | -8.8% | -8.7% |
| 7D | +0.5% | +3.1% | -2.6% | -2.9% |
| 30D | -7.1% | -6.5% | -0.5% | +0.9% |
| 3M | -13.2% | -5.6% | -7.6% | -7.0% |
| 6M | +8.3% | -9.2% | +17.5% | +22.0% |
| YTD | -20.6% | -10.6% | -10.0% | -8.5% |
| 1Y | -24.4% | -6.9% | -17.5% | -16.9% |
| All | +102.1% | +59.8% | +42.3% | +24.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling