+521.0%
LITE vs DASH
-14.9%
+535.9%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.6% | +8.6% | +3.7% |
| 7D | -1.5% | -10.6% | +9.0% | -2.2% |
| 30D | +6.7% | +2.2% | +4.5% | +6.9% |
| 3M | -6.8% | +32.3% | -39.0% | -5.5% |
| 6M | +29.4% | +19.1% | +10.3% | +32.7% |
| YTD | +139.1% | -6.5% | +145.6% | +158.5% |
| 1Y | +521.0% | -14.9% | +535.9% | +620.9% |
| All | +521.0% | -14.9% | +535.9% | +620.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling