+33.1%
XLV vs DASH
+145.0%
-111.9%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -5.3% | +2.8% | -2.2% |
| 7D | -2.6% | -11.2% | +8.5% | -1.9% |
| 30D | +0.9% | -7.3% | +8.2% | +1.4% |
| 3M | +10.0% | +31.4% | -21.5% | +8.0% |
| 6M | +10.4% | +11.9% | -1.5% | +9.3% |
| YTD | +8.9% | -11.5% | +20.4% | +9.5% |
| 1Y | +23.4% | -20.0% | +43.4% | +24.7% |
| 3Y | +33.1% | +143.9% | -110.9% | +19.8% |
| All | +33.1% | +145.0% | -111.9% | +19.8% |
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