-5.1%
DASH vs LEN
+42.6%
-47.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.7% | -8.8% | -9.1% |
| 7D | +0.5% | +7.2% | -6.7% | -2.5% |
| 30D | -7.1% | +19.1% | -26.2% | -14.3% |
| 3M | -13.2% | +4.9% | -18.1% | -15.7% |
| 6M | +8.3% | +7.6% | +0.7% | +3.5% |
| YTD | -20.6% | -8.9% | -11.7% | -19.7% |
| 1Y | -24.4% | -22.7% | -1.7% | -17.5% |
| 3Y | +94.5% | -16.8% | +111.4% | +79.5% |
| 5Y | -9.4% | -1.4% | -8.1% | -33.1% |
| All | -5.1% | +42.6% | -47.7% | -33.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling