+125.3%
XLF vs DASH
-2.1%
+127.4%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.7% |
| 7D | +1.9% | -2.8% | +4.7% | +2.2% |
| 30D | +6.5% | -9.3% | +15.8% | +7.6% |
| 3M | +1.2% | -15.1% | +16.2% | +2.8% |
| 6M | +14.6% | +8.7% | +5.8% | +12.9% |
| YTD | +7.7% | -21.3% | +29.0% | +9.6% |
| 1Y | +11.8% | -12.7% | +24.4% | +12.3% |
| 3Y | +80.1% | +103.8% | -23.7% | +64.5% |
| 5Y | +59.0% | -16.8% | +75.8% | +42.2% |
| All | +125.3% | -2.1% | +127.4% | +100.6% |
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