+158.1%
XLE vs DASH
-20.3%
+178.4%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.5% | +1.9% | +0.5% |
| 7D | -6.7% | -2.8% | -3.9% | -6.6% |
| 30D | -4.4% | -9.3% | +4.9% | -4.1% |
| 3M | +4.0% | -15.1% | +19.1% | +4.6% |
| 6M | +13.2% | +8.7% | +4.4% | +12.1% |
| YTD | +41.9% | -21.3% | +63.2% | +43.3% |
| 1Y | +41.6% | -12.7% | +54.3% | +41.8% |
| 3Y | +64.0% | +103.8% | -39.8% | +54.2% |
| 5Y | +158.1% | -16.8% | +174.9% | +141.7% |
| All | +158.1% | -20.3% | +178.4% | +141.7% |
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 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