+124.6%
LIN vs DASH
-1.1%
+125.7%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.4% | +8.7% | +0.2% |
| 7D | +3.6% | +0.5% | +3.1% | +3.5% |
| 30D | +6.4% | -7.1% | +13.5% | +7.0% |
| 3M | +6.5% | -13.2% | +19.7% | +7.6% |
| 6M | +4.9% | +8.3% | -3.4% | +3.5% |
| YTD | +23.4% | -20.6% | +44.0% | +25.2% |
| 1Y | +26.3% | -24.4% | +50.7% | +28.4% |
| 3Y | +38.0% | +94.5% | -56.5% | +26.3% |
| 5Y | +68.0% | -9.4% | +77.4% | +49.5% |
| All | +124.6% | -1.1% | +125.7% | +99.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling