+101.8%
DASH vs LEN
-18.1%
+119.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.5% |
| 7D | +0.4% | +2.1% | -1.7% | +0.1% |
| 30D | -6.0% | +16.6% | -22.6% | -8.6% |
| 3M | -15.8% | +5.3% | -21.1% | -16.7% |
| 6M | +7.0% | -0.8% | +7.7% | +6.6% |
| YTD | -20.7% | -11.7% | -8.9% | -20.5% |
| 1Y | -8.5% | -24.6% | +16.1% | -6.0% |
| 3Y | +101.8% | -18.7% | +120.5% | +66.8% |
| All | +101.8% | -18.1% | +119.9% | +66.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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