-5.1%
DASH vs XRT
+59.3%
-64.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.8% | -6.6% | -6.6% |
| 7D | +0.5% | +2.3% | -1.8% | -1.3% |
| 30D | -7.1% | +9.8% | -16.9% | -14.7% |
| 3M | -13.2% | -0.2% | -13.0% | -12.8% |
| 6M | +8.3% | +8.4% | -0.1% | +0.3% |
| YTD | -20.6% | +7.5% | -28.1% | -26.1% |
| 1Y | -24.4% | +13.2% | -37.6% | -32.9% |
| 3Y | +94.5% | +52.0% | +42.5% | +20.7% |
| 5Y | -9.4% | -3.2% | -6.3% | -16.4% |
| All | -5.1% | +59.3% | -64.3% | -39.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling