-8.5%
DASH vs XYL
-34.3%
+25.8%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.4% |
| 7D | +0.4% | +5.9% | -5.5% | -0.5% |
| 30D | -6.0% | -3.9% | -2.1% | -6.4% |
| 3M | -15.8% | -18.7% | +2.9% | -13.7% |
| 6M | +7.0% | -16.9% | +23.8% | +8.0% |
| YTD | -20.7% | -27.4% | +6.7% | -19.3% |
| 1Y | -8.5% | -34.0% | +25.5% | -8.5% |
| All | -8.5% | -34.3% | +25.8% | -8.5% |
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