+101.8%
DASH vs XRT
+49.6%
+52.2%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.7% | +1.6% | +1.2% |
| 7D | +0.4% | +0.9% | -0.5% | +0.2% |
| 30D | -6.0% | +7.9% | -14.0% | -10.5% |
| 3M | -15.8% | -0.2% | -15.6% | -15.3% |
| 6M | +7.0% | +5.6% | +1.4% | +3.4% |
| YTD | -20.7% | +5.7% | -26.3% | -23.5% |
| 1Y | -8.5% | +14.6% | -23.1% | -16.6% |
| 3Y | +101.8% | +50.7% | +51.1% | +49.7% |
| All | +101.8% | +49.6% | +52.2% | +49.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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