+44.6%
XLP vs DASH
-4.2%
+48.8%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +8.3% | -5.0% | +3.0% |
| 7D | +5.9% | +17.2% | -11.3% | +5.1% |
| 30D | +13.5% | +3.6% | +9.9% | +13.2% |
| 3M | +8.4% | -1.9% | +10.3% | +8.4% |
| 6M | +11.5% | +15.1% | -3.5% | +10.6% |
| YTD | +20.6% | -12.3% | +33.0% | +21.0% |
| 1Y | +24.3% | -17.2% | +41.5% | +24.9% |
| 3Y | +45.1% | +114.7% | -69.7% | +37.4% |
| 5Y | +44.6% | -4.3% | +48.9% | +32.6% |
| All | +44.6% | -4.2% | +48.8% | +32.6% |
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