+281.2%
XLE vs DASH
-1.3%
+282.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -12.0% | +0.4% | -12.4% | -12.0% |
| 30D | -2.7% | -6.0% | +3.3% | -2.6% |
| 3M | +6.6% | -15.8% | +22.3% | +7.2% |
| 6M | +9.5% | +7.0% | +2.6% | +8.7% |
| YTD | +40.6% | -20.7% | +61.2% | +41.6% |
| 1Y | +43.6% | -8.5% | +52.1% | +43.3% |
| 3Y | +58.1% | +101.8% | -43.7% | +50.4% |
| 5Y | +152.2% | -9.6% | +161.8% | +137.8% |
| All | +281.2% | -1.3% | +282.5% | +255.7% |
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