+18.9%
XBI vs DASH
+10.1%
+8.7%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -5.3% | +4.2% | +0.2% |
| 7D | -0.9% | -11.2% | +10.3% | +2.1% |
| 30D | +2.9% | -7.3% | +10.2% | +4.8% |
| 3M | +26.2% | +31.4% | -5.2% | +16.7% |
| 6M | +30.7% | +11.9% | +18.8% | +25.3% |
| YTD | +32.9% | -11.5% | +44.4% | +35.0% |
| 1Y | +72.3% | -20.0% | +92.3% | +77.8% |
| 3Y | +107.2% | +143.9% | -36.7% | +52.7% |
| 5Y | +23.2% | -0.2% | +23.4% | -2.3% |
| All | +18.9% | +10.1% | +8.7% | -9.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 10y: compounded portfolio wealth divided by compounded DASH 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…
10y analysis · Full analysis span regression · 6 months rolling