+9.1%
XLF vs DASH
-14.9%
+24.1%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.2% |
| 7D | 0.0% | -10.6% | +10.6% | +1.3% |
| 30D | +0.2% | +2.2% | -2.0% | -0.1% |
| 3M | +11.7% | +32.3% | -20.6% | +7.9% |
| 6M | +13.8% | +19.1% | -5.3% | +10.7% |
| YTD | +7.0% | -6.5% | +13.5% | +5.2% |
| 1Y | +9.1% | -14.9% | +24.0% | +8.3% |
| All | +9.1% | -14.9% | +24.1% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling