+105.8%
LIN vs DASH
+16.3%
+89.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.7% | -0.5% |
| 7D | -2.1% | -10.6% | +8.4% | -1.1% |
| 30D | -2.4% | +2.2% | -4.6% | -2.6% |
| 3M | -5.6% | +32.3% | -37.9% | -8.2% |
| 6M | -3.4% | +19.1% | -22.5% | -5.4% |
| YTD | +13.1% | -6.5% | +19.6% | +13.2% |
| 1Y | +2.5% | -14.9% | +17.4% | +3.2% |
| 3Y | +27.6% | +151.9% | -124.3% | +14.0% |
| 5Y | +63.0% | +9.4% | +53.6% | +43.2% |
| All | +105.8% | +16.3% | +89.4% | +80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling