+108.9%
XLI vs DASH
-2.1%
+111.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +0.9% | -10.2% | +11.1% | +2.1% |
| 30D | +1.1% | -8.2% | +9.3% | +1.9% |
| 3M | -7.7% | -15.9% | +8.2% | -6.1% |
| 6M | -1.8% | +13.3% | -15.1% | -3.9% |
| YTD | +11.1% | -21.3% | +32.4% | +13.0% |
| 1Y | +12.1% | -11.1% | +23.3% | +12.2% |
| 3Y | +73.8% | +103.8% | -30.0% | +57.9% |
| 5Y | +73.8% | -21.6% | +95.4% | +56.6% |
| All | +108.9% | -2.1% | +111.0% | +85.5% |
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 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