+55.0%
XOM vs DASH
+152.1%
-97.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.6% | +2.9% | -1.7% |
| 7D | +1.8% | -10.6% | +12.3% | +1.6% |
| 30D | +5.9% | +2.2% | +3.7% | +5.8% |
| 3M | +5.6% | +32.3% | -26.7% | +5.7% |
| 6M | +7.9% | +19.1% | -11.3% | +8.3% |
| YTD | +35.2% | -6.5% | +41.7% | +36.7% |
| 1Y | +46.0% | -14.9% | +60.9% | +48.1% |
| All | +55.0% | +152.1% | -97.1% | +46.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling