+215.6%
XLK vs DASH
+10.1%
+205.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.3% | +5.6% | +1.4% |
| 7D | +2.3% | -11.2% | +13.5% | +4.8% |
| 30D | -0.1% | -7.3% | +7.3% | +1.4% |
| 3M | +2.1% | +31.4% | -29.3% | -4.4% |
| 6M | +37.2% | +11.9% | +25.3% | +32.2% |
| YTD | +30.8% | -11.5% | +42.3% | +32.3% |
| 1Y | +42.6% | -20.0% | +62.6% | +46.4% |
| 3Y | +121.8% | +143.9% | -22.1% | +78.1% |
| 5Y | +145.7% | -0.2% | +145.9% | +102.9% |
| All | +215.6% | +10.1% | +205.5% | +155.6% |
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