+53.1%
XLY vs DASH
+16.3%
+36.8%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.3% | -0.3% |
| 7D | -2.0% | -10.6% | +8.6% | +0.5% |
| 30D | -3.1% | +2.2% | -5.3% | -3.7% |
| 3M | -1.8% | +32.3% | -34.1% | -8.2% |
| 6M | -0.9% | +19.1% | -20.0% | -5.6% |
| YTD | -3.4% | -6.5% | +3.1% | -3.2% |
| 1Y | -1.5% | -14.9% | +13.4% | 0.0% |
| 3Y | +38.8% | +151.9% | -113.1% | +8.4% |
| 5Y | +30.5% | +9.4% | +21.0% | +3.3% |
| All | +53.1% | +16.3% | +36.8% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling