-5.8%
DASH vs XLC
+38.9%
-44.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.7% | -3.0% |
| 7D | -4.8% | +7.1% | -11.9% | -14.0% |
| 30D | -7.9% | -2.7% | -5.2% | -3.9% |
| 3M | -16.3% | -3.2% | -13.1% | -12.4% |
| 6M | +10.4% | -7.7% | +18.0% | +24.1% |
| YTD | -20.1% | -8.0% | -12.1% | -9.3% |
| 1Y | -11.4% | -3.1% | -8.4% | -7.3% |
| 3Y | +114.1% | +64.9% | +49.2% | -5.4% |
| 5Y | -5.8% | +39.5% | -45.3% | -36.7% |
| All | -5.8% | +38.9% | -44.6% | -36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling