-9.5%
DASH vs XYL
+2.0%
-11.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.7% |
| 7D | -4.5% | -3.7% | -0.8% | -2.2% |
| 30D | -6.8% | -8.3% | +1.5% | -2.7% |
| 3M | -20.7% | -21.4% | +0.7% | -8.3% |
| 6M | +15.1% | -12.9% | +28.0% | +22.9% |
| YTD | -24.3% | -30.1% | +5.8% | -7.0% |
| 1Y | -12.1% | -35.2% | +23.0% | +14.0% |
| 3Y | +91.1% | -0.8% | +91.8% | +65.3% |
| 5Y | -30.3% | -23.2% | -7.0% | -34.6% |
| All | -9.5% | +2.0% | -11.5% | -28.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling