+68.2%
XLU vs DASH
-2.1%
+70.3%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.5% | -10.2% | +10.7% | +0.9% |
| 30D | +5.3% | -8.2% | +13.5% | +5.5% |
| 3M | +1.2% | -15.9% | +17.1% | +1.7% |
| 6M | -1.6% | +13.3% | -14.9% | -2.3% |
| YTD | +4.8% | -21.3% | +26.1% | +5.5% |
| 1Y | +0.5% | -11.1% | +11.6% | +0.5% |
| 3Y | +58.9% | +103.8% | -44.9% | +53.3% |
| 5Y | +52.7% | -21.6% | +74.3% | +44.3% |
| All | +68.2% | -2.1% | +70.3% | +59.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling