+152.2%
XLE vs DASH
-12.0%
+164.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -9.4% | +6.4% | -2.6% |
| 7D | -10.3% | +0.5% | -10.8% | -10.4% |
| 30D | -3.3% | -7.1% | +3.8% | -3.1% |
| 3M | +8.2% | -13.2% | +21.4% | +8.7% |
| 6M | +5.0% | +8.3% | -3.3% | +4.1% |
| YTD | +40.6% | -20.6% | +61.1% | +41.8% |
| 1Y | +45.0% | -24.4% | +69.4% | +46.5% |
| 3Y | +56.3% | +94.5% | -38.2% | +48.0% |
| 5Y | +152.2% | -9.4% | +161.7% | +127.8% |
| All | +152.2% | -12.0% | +164.2% | +127.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling