+294.0%
XLE vs DASH
+16.3%
+277.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.8% | -0.7% |
| 7D | +2.2% | -10.6% | +12.8% | +2.7% |
| 30D | +11.8% | +2.2% | +9.6% | +11.6% |
| 3M | +9.8% | +32.3% | -22.4% | +8.2% |
| 6M | +15.6% | +19.1% | -3.5% | +14.3% |
| YTD | +45.3% | -6.5% | +51.8% | +45.5% |
| 1Y | +48.3% | -14.9% | +63.2% | +49.1% |
| 3Y | +55.4% | +151.9% | -96.5% | +46.4% |
| 5Y | +216.1% | +9.4% | +206.7% | +195.9% |
| All | +294.0% | +16.3% | +277.6% | +265.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling