-5.2%
DASH vs XYZ
-60.0%
+54.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.9% | -1.1% |
| 7D | +0.4% | +12.1% | -11.8% | -5.6% |
| 30D | -6.0% | +12.4% | -18.4% | -11.6% |
| 3M | -15.8% | +8.2% | -23.9% | -19.4% |
| 6M | +7.0% | +20.7% | -13.7% | -3.9% |
| YTD | -20.7% | +31.3% | -52.0% | -33.0% |
| 1Y | -8.5% | +20.5% | -29.1% | -20.4% |
| 3Y | +101.8% | +72.6% | +29.2% | +20.2% |
| 5Y | -9.6% | -64.0% | +54.4% | +21.6% |
| All | -5.2% | -60.0% | +54.9% | +16.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling