-29.3%
DASH vs XYZ
-63.1%
+33.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.8% | -3.4% | -2.2% |
| 7D | -4.5% | -1.1% | -3.5% | -4.1% |
| 30D | -6.8% | +11.5% | -18.3% | -12.2% |
| 3M | -20.7% | +1.8% | -22.5% | -21.6% |
| 6M | +15.1% | +21.2% | -6.2% | +3.0% |
| YTD | -24.3% | +29.9% | -54.2% | -36.0% |
| 1Y | -12.1% | +35.8% | -47.9% | -28.4% |
| 3Y | +91.1% | +62.6% | +28.5% | +14.7% |
| All | -29.3% | -63.1% | +33.7% | +13.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling