+7.4%
DASH vs XRT
-1.0%
+8.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +1.0% | -5.6% | -5.7% |
| 7D | -10.6% | +0.8% | -11.4% | -11.4% |
| 30D | +2.2% | -4.2% | +6.3% | +6.7% |
| 3M | +32.3% | +5.1% | +27.2% | +25.0% |
| 6M | +19.1% | +2.4% | +16.7% | +15.3% |
| YTD | -6.5% | +3.2% | -9.7% | -10.5% |
| 1Y | -14.9% | +1.5% | -16.4% | -17.2% |
| 3Y | +151.9% | +40.6% | +111.4% | +55.8% |
| All | +7.4% | -1.0% | +8.4% | +0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling