+20.7%
XLK vs DASH
-16.7%
+37.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.3% | -8.3% | -0.8% |
| 7D | -7.6% | +17.2% | -24.8% | -9.2% |
| 30D | -12.2% | +3.6% | -15.7% | -12.5% |
| 3M | -5.5% | -1.9% | -3.6% | -5.5% |
| 6M | +9.2% | +15.1% | -5.9% | +6.0% |
| YTD | +23.0% | -12.3% | +35.4% | +23.1% |
| 1Y | +20.7% | -17.2% | +37.9% | +21.2% |
| All | +20.7% | -16.7% | +37.4% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling