+50.5%
XOM vs DASH
-19.6%
+70.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.3% | +6.1% | +0.2% |
| 7D | -2.4% | -11.2% | +8.8% | -3.5% |
| 30D | +5.7% | -7.3% | +13.0% | +4.9% |
| 3M | +6.6% | +31.4% | -24.9% | +9.4% |
| 6M | +7.7% | +11.9% | -4.2% | +10.3% |
| YTD | +36.2% | -11.5% | +47.7% | +38.6% |
| 1Y | +50.5% | -20.0% | +70.5% | +56.1% |
| All | +50.5% | -19.6% | +70.1% | +56.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling