+7.4%
DASH vs XYL
-17.7%
+25.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -3.2% |
| 7D | -10.6% | -5.0% | -5.5% | -7.2% |
| 30D | +2.2% | -13.2% | +15.4% | +12.8% |
| 3M | +32.3% | -3.7% | +36.0% | +34.8% |
| 6M | +19.1% | -17.7% | +36.8% | +34.9% |
| YTD | -6.5% | -21.5% | +15.0% | +8.7% |
| 1Y | -14.9% | -24.5% | +9.6% | +1.8% |
| 3Y | +151.9% | +6.9% | +145.0% | +108.1% |
| All | +7.4% | -17.7% | +25.1% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling