+24.3%
XLP vs DASH
-16.7%
+41.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.3% | -5.0% | +3.1% |
| 7D | +5.9% | +17.2% | -11.3% | +5.6% |
| 30D | +13.5% | +3.6% | +9.9% | +13.2% |
| 3M | +8.4% | -1.9% | +10.3% | +8.3% |
| 6M | +11.5% | +15.1% | -3.5% | +11.8% |
| YTD | +20.6% | -12.3% | +33.0% | +20.7% |
| 1Y | +24.3% | -17.2% | +41.5% | +24.4% |
| All | +24.3% | -16.7% | +41.0% | +24.4% |
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 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