+113.6%
XLI vs DASH
+16.3%
+97.3%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +5.0% | +0.9% |
| 7D | -1.1% | -10.6% | +9.5% | +0.2% |
| 30D | -5.9% | +2.2% | -8.1% | -6.2% |
| 3M | -0.3% | +32.3% | -32.5% | -3.7% |
| 6M | +0.1% | +19.1% | -19.0% | -2.5% |
| YTD | +13.6% | -6.5% | +20.1% | +13.6% |
| 1Y | +17.2% | -14.9% | +32.1% | +18.0% |
| 3Y | +68.2% | +151.9% | -83.7% | +49.3% |
| 5Y | +80.7% | +9.4% | +71.3% | +59.5% |
| All | +113.6% | +16.3% | +97.3% | +86.4% |
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