+119.0%
LITE vs DASH
-25.5%
+144.5%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.7% | -9.4% | -9.3% | -19.8% |
| 7D | -44.6% | +0.5% | -45.1% | -44.0% |
| 30D | -55.0% | -7.1% | -48.0% | -54.9% |
| 3M | -38.3% | -13.2% | -25.1% | -38.8% |
| 6M | -48.8% | +8.3% | -57.0% | -47.2% |
| YTD | +38.3% | -20.6% | +58.8% | +44.7% |
| 1Y | +119.0% | -24.4% | +143.4% | +129.4% |
| All | +119.0% | -25.5% | +144.5% | +129.4% |
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