-5.2%
DASH vs XYL
+5.9%
-11.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.3% |
| 7D | +0.4% | +5.9% | -5.5% | -3.0% |
| 30D | -6.0% | -3.9% | -2.1% | -4.9% |
| 3M | -15.8% | -18.7% | +2.9% | -4.8% |
| 6M | +7.0% | -16.9% | +23.8% | +18.4% |
| YTD | -20.7% | -27.4% | +6.7% | -4.9% |
| 1Y | -8.5% | -34.0% | +25.5% | +17.6% |
| 3Y | +101.8% | +5.6% | +96.2% | +66.7% |
| 5Y | -9.6% | -20.6% | +11.0% | -17.3% |
| All | -5.2% | +5.9% | -11.1% | -26.7% |
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