+69.4%
LIN vs DASH
-4.2%
+73.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +8.3% | -5.8% | +1.6% |
| 7D | +3.3% | +17.2% | -13.9% | +1.4% |
| 30D | +8.8% | +3.6% | +5.2% | +8.2% |
| 3M | +8.6% | -1.9% | +10.5% | +8.6% |
| 6M | +7.0% | +15.1% | -8.1% | +4.7% |
| YTD | +24.3% | -12.3% | +36.6% | +25.1% |
| 1Y | +27.3% | -17.2% | +44.5% | +28.6% |
| 3Y | +38.9% | +114.7% | -75.8% | +22.4% |
| 5Y | +69.4% | -4.3% | +73.6% | +43.0% |
| All | +69.4% | -4.2% | +73.6% | +43.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling