+214.6%
XLK vs DASH
+16.3%
+198.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -4.6% | +5.3% | +1.7% |
| 7D | +0.9% | -10.6% | +11.4% | +3.2% |
| 30D | +0.7% | +2.2% | -1.4% | +0.1% |
| 3M | -2.9% | +32.3% | -35.2% | -9.1% |
| 6M | +34.3% | +19.1% | +15.1% | +27.8% |
| YTD | +30.4% | -6.5% | +36.9% | +30.4% |
| 1Y | +43.4% | -14.9% | +58.3% | +45.3% |
| 3Y | +116.8% | +151.9% | -35.1% | +72.9% |
| 5Y | +144.0% | +9.4% | +134.6% | +98.7% |
| All | +214.6% | +16.3% | +198.3% | +152.0% |
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