+94.2%
XLK vs DASH
+94.3%
-0.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.5% |
| 7D | -8.2% | +0.4% | -8.6% | -8.4% |
| 30D | -18.2% | -6.0% | -12.1% | -17.2% |
| 3M | -11.0% | -15.8% | +4.7% | -7.8% |
| 6M | -2.9% | +7.0% | -9.8% | -6.6% |
| YTD | +14.8% | -20.7% | +35.5% | +20.0% |
| 1Y | +14.5% | -8.5% | +23.1% | +13.9% |
| 3Y | +94.2% | +101.8% | -7.6% | +51.2% |
| All | +94.2% | +94.3% | -0.1% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling