+80.1%
XLF vs DASH
+99.1%
-19.0%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.2% |
| 7D | +1.2% | -4.1% | +5.3% | +1.9% |
| 30D | +6.2% | -10.6% | +16.8% | +7.9% |
| 3M | +0.9% | -18.8% | +19.6% | +4.0% |
| 6M | +13.6% | +11.2% | +2.4% | +10.8% |
| YTD | +7.6% | -23.8% | +31.4% | +11.0% |
| 1Y | +10.2% | -12.2% | +22.3% | +10.7% |
| All | +80.1% | +99.1% | -19.0% | +62.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling