-29.3%
DASH vs XLC
+40.7%
-70.0%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.7% | -2.2% |
| 7D | -4.5% | +3.7% | -8.3% | -9.7% |
| 30D | -6.8% | -1.9% | -4.9% | -4.0% |
| 3M | -20.7% | -3.1% | -17.6% | -17.0% |
| 6M | +15.1% | -6.4% | +21.4% | +26.7% |
| YTD | -24.3% | -6.8% | -17.4% | -15.6% |
| 1Y | -12.1% | -1.7% | -10.4% | -9.9% |
| 3Y | +91.1% | +64.7% | +26.4% | -15.5% |
| All | -29.3% | +40.7% | -70.0% | -53.5% |
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 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