+27.4%
XLY vs DASH
-2.2%
+29.6%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.6% | +0.3% | -0.9% |
| 7D | -2.1% | -12.8% | +10.7% | +1.4% |
| 30D | -6.0% | -6.0% | 0.0% | -4.6% |
| 3M | -2.7% | +26.7% | -29.5% | -9.1% |
| 6M | -1.5% | +11.7% | -13.2% | -5.4% |
| YTD | -5.4% | -12.9% | +7.5% | -3.4% |
| 1Y | -3.8% | -23.1% | +19.3% | +0.6% |
| 3Y | +36.6% | +140.0% | -103.5% | +1.9% |
| 5Y | +27.4% | -5.1% | +32.4% | -1.7% |
| All | +27.4% | -2.2% | +29.6% | -1.7% |
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