-17.2%
DASH vs XYZ
+19.9%
-37.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +15.3% | -7.0% | +1.6% |
| 7D | +17.2% | +16.5% | +0.7% | +9.5% |
| 30D | +3.6% | +15.0% | -11.4% | -2.5% |
| 3M | -1.9% | +3.5% | -5.4% | -4.1% |
| 6M | +15.1% | +21.9% | -6.8% | +5.6% |
| YTD | -12.3% | +34.6% | -46.9% | -25.2% |
| 1Y | -17.2% | +20.7% | -38.0% | -30.7% |
| All | -17.2% | +19.9% | -37.1% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XYZ.
Daily Out/Under-Performance
Portfolio return minus XYZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYZ 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 XYZ 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