+22.7%
XLV vs DASH
-22.0%
+44.7%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.6% |
| 7D | -4.4% | -9.4% | +5.1% | -4.1% |
| 30D | -1.4% | -5.2% | +3.8% | -1.2% |
| 3M | +8.9% | +33.1% | -24.3% | +8.4% |
| 6M | +9.1% | +18.3% | -9.2% | +8.7% |
| YTD | +7.9% | -11.2% | +19.2% | +7.5% |
| 1Y | +22.7% | -21.9% | +44.6% | +23.0% |
| All | +22.7% | -22.0% | +44.7% | +23.0% |
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 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