+11.7%
DASH vs XYL
+14.4%
-2.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -2.0% | -2.6% | -3.2% |
| 7D | -10.6% | -5.0% | -5.5% | -7.3% |
| 30D | +2.2% | -13.2% | +15.4% | +12.4% |
| 3M | +32.3% | -3.7% | +36.0% | +34.7% |
| 6M | +19.1% | -17.7% | +36.8% | +34.3% |
| YTD | -6.5% | -21.5% | +15.0% | +8.2% |
| 1Y | -14.9% | -24.5% | +9.6% | +1.2% |
| 3Y | +151.9% | +6.9% | +145.0% | +112.7% |
| 5Y | +9.4% | -18.1% | +27.5% | -1.7% |
| All | +11.7% | +14.4% | -2.7% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling