+153.0%
DASH vs XLC
+72.9%
+80.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.4% | -3.1% |
| 7D | -10.6% | -0.8% | -9.7% | -9.6% |
| 30D | +2.2% | +1.0% | +1.1% | +0.8% |
| 3M | +32.3% | -0.7% | +33.0% | +33.5% |
| 6M | +19.1% | -5.1% | +24.3% | +27.8% |
| YTD | -6.5% | -4.3% | -2.2% | -0.7% |
| 1Y | -14.9% | -0.6% | -14.3% | -13.5% |
| All | +153.0% | +72.9% | +80.1% | +27.1% |
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