+395.1%
XOM vs DASH
-5.2%
+400.3%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.2% | +5.0% | +1.9% |
| 7D | +2.7% | -4.1% | +6.8% | +2.8% |
| 30D | -2.5% | -10.6% | +8.2% | -2.4% |
| 3M | +7.0% | -18.8% | +25.7% | +7.2% |
| 6M | +14.2% | +11.2% | +3.0% | +13.7% |
| YTD | +43.9% | -23.8% | +67.7% | +44.6% |
| 1Y | +47.9% | -12.2% | +60.1% | +47.9% |
| 3Y | +80.6% | +97.3% | -16.7% | +75.3% |
| 5Y | +212.8% | -29.8% | +242.6% | +199.9% |
| All | +395.1% | -5.2% | +400.3% | +372.8% |
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 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