+911.4%
LITE vs DASH
+16.3%
+895.1%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -4.6% | +8.6% | +5.1% |
| 7D | -1.5% | -10.6% | +9.0% | +1.1% |
| 30D | +6.7% | +2.2% | +4.5% | +5.9% |
| 3M | -6.8% | +32.3% | -39.0% | -13.9% |
| 6M | +29.4% | +19.1% | +10.3% | +21.4% |
| YTD | +139.1% | -6.5% | +145.6% | +138.0% |
| 1Y | +521.0% | -14.9% | +535.9% | +529.8% |
| 3Y | +1,535.3% | +151.9% | +1,383.3% | +1,179.5% |
| 5Y | +889.8% | +9.4% | +880.4% | +719.4% |
| All | +911.4% | +16.3% | +895.1% | +688.8% |
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