+98.8%
XLI vs DASH
-1.3%
+100.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.3% | +0.1% |
| 7D | -2.8% | +0.4% | -3.2% | -2.9% |
| 30D | -3.1% | -6.0% | +3.0% | -2.6% |
| 3M | -11.7% | -15.8% | +4.0% | -10.3% |
| 6M | -7.6% | +7.0% | -14.5% | -8.9% |
| YTD | +5.7% | -20.7% | +26.4% | +7.4% |
| 1Y | +7.8% | -8.5% | +16.4% | +7.6% |
| 3Y | +67.4% | +101.8% | -34.4% | +52.2% |
| 5Y | +64.8% | -9.6% | +74.4% | +47.9% |
| All | +98.8% | -1.3% | +100.1% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling