+43.7%
XLP vs DASH
+94.5%
-50.8%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -9.4% | +8.7% | -0.4% |
| 7D | +3.5% | +0.5% | +3.0% | +3.5% |
| 30D | +11.6% | -7.1% | +18.6% | +11.7% |
| 3M | +7.6% | -13.2% | +20.8% | +8.0% |
| 6M | +10.0% | +8.3% | +1.7% | +9.9% |
| YTD | +19.7% | -20.6% | +40.3% | +20.6% |
| 1Y | +23.5% | -24.4% | +47.9% | +24.4% |
| All | +43.7% | +94.5% | -50.8% | +34.3% |
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