-21.6%
DASH vs XYL
-23.5%
+1.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | +1.2% |
| 7D | -10.2% | -5.9% | -4.4% | -6.4% |
| 30D | -8.2% | -7.3% | -0.9% | -4.8% |
| 3M | -15.9% | -22.5% | +6.6% | -1.1% |
| 6M | +13.3% | -14.4% | +27.7% | +23.0% |
| YTD | -21.3% | -29.4% | +8.1% | -2.9% |
| 1Y | -11.1% | -35.6% | +24.5% | +17.9% |
| 3Y | +103.8% | +0.3% | +103.5% | +68.5% |
| 5Y | -21.6% | -22.3% | +0.7% | -17.8% |
| All | -21.6% | -23.5% | +1.9% | -17.8% |
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