+368.5%
XOM vs DASH
+10.1%
+358.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.3% | +6.1% | +0.8% |
| 7D | -2.4% | -11.2% | +8.8% | -2.2% |
| 30D | +5.7% | -7.3% | +13.0% | +5.8% |
| 3M | +6.6% | +31.4% | -24.9% | +5.9% |
| 6M | +7.7% | +11.9% | -4.2% | +7.4% |
| YTD | +36.2% | -11.5% | +47.7% | +36.6% |
| 1Y | +50.5% | -20.0% | +70.5% | +51.3% |
| 3Y | +53.4% | +143.9% | -90.6% | +48.2% |
| 5Y | +254.2% | -0.2% | +254.4% | +238.7% |
| All | +368.5% | +10.1% | +358.4% | +346.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling