+51.8%
XLY vs DASH
+97.8%
-46.0%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +2.0% | -4.5% | +6.6% | +3.2% |
| 30D | +7.6% | -6.8% | +14.4% | +9.2% |
| 3M | +1.5% | -20.7% | +22.2% | +7.0% |
| 6M | +1.5% | +15.1% | -13.6% | -3.1% |
| YTD | +1.1% | -24.3% | +25.4% | +6.8% |
| 1Y | +4.3% | -12.1% | +16.4% | +5.3% |
| 3Y | +51.8% | +91.1% | -39.3% | +18.8% |
| All | +51.8% | +97.8% | -46.0% | +18.8% |
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