+72.9%
XOM vs DASH
+94.3%
-21.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.3% |
| 7D | -11.4% | +0.4% | -11.8% | -11.3% |
| 30D | +1.1% | -6.0% | +7.2% | +1.0% |
| 3M | +7.8% | -15.8% | +23.6% | +7.5% |
| 6M | +13.0% | +7.0% | +6.1% | +13.4% |
| YTD | +40.6% | -20.7% | +61.3% | +41.9% |
| 1Y | +49.1% | -8.5% | +57.6% | +49.5% |
| 3Y | +72.9% | +101.8% | -28.9% | +69.3% |
| All | +72.9% | +94.3% | -21.4% | +69.3% |
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