+22.9%
XLY vs DASH
-30.7%
+53.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | -0.2% |
| 7D | +2.0% | -4.5% | +6.6% | +3.3% |
| 30D | +7.6% | -6.8% | +14.4% | +9.3% |
| 3M | +1.5% | -20.7% | +22.2% | +7.4% |
| 6M | +1.5% | +15.1% | -13.6% | -3.6% |
| YTD | +1.1% | -24.3% | +25.4% | +6.8% |
| 1Y | +4.3% | -12.1% | +16.4% | +5.2% |
| 3Y | +51.8% | +91.1% | -39.3% | +19.4% |
| All | +22.9% | -30.7% | +53.6% | +2.0% |
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 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