+34.1%
XLP vs DASH
+8.6%
+25.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.6% | +3.8% | -0.6% |
| 7D | -1.0% | -10.6% | +9.5% | -0.5% |
| 30D | -0.9% | +2.2% | -3.0% | -1.0% |
| 3M | +3.8% | +32.3% | -28.5% | +2.5% |
| 6M | -1.7% | +19.1% | -20.9% | -2.7% |
| YTD | +10.3% | -6.5% | +16.8% | +10.4% |
| 1Y | +7.8% | -14.9% | +22.7% | +8.2% |
| 3Y | +27.2% | +151.9% | -124.7% | +19.4% |
| All | +34.1% | +8.6% | +25.5% | +23.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling