-17.2%
DASH vs XYL
-30.7%
+13.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.0% | +3.4% | +7.3% |
| 7D | +17.2% | +14.5% | +2.6% | +14.5% |
| 30D | +3.6% | -1.3% | +4.9% | +2.5% |
| 3M | -1.9% | -17.0% | +15.1% | 0.0% |
| 6M | +15.1% | -11.3% | +26.4% | +15.2% |
| YTD | -12.3% | -25.0% | +12.7% | -11.8% |
| 1Y | -17.2% | -31.5% | +14.3% | -18.6% |
| All | -17.2% | -30.7% | +13.5% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 1y: compounded portfolio wealth divided by compounded XYL 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…
1y analysis · Full analysis span regression · 6 months rolling