+106.4%
XLI vs DASH
-0.6%
+107.0%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.7% | +3.1% | +3.7% |
| 7D | -0.5% | -4.8% | +4.3% | 0.0% |
| 30D | -0.2% | -7.9% | +7.7% | +0.5% |
| 3M | -8.6% | -16.3% | +7.8% | -7.0% |
| 6M | -2.0% | +10.4% | -12.4% | -3.7% |
| YTD | +9.7% | -20.1% | +29.8% | +11.4% |
| 1Y | +11.4% | -11.4% | +22.8% | +11.6% |
| 3Y | +74.2% | +114.1% | -39.9% | +57.5% |
| 5Y | +70.0% | -5.8% | +75.7% | +52.3% |
| All | +106.4% | -0.6% | +107.0% | +82.9% |
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