+55.7%
LLY vs DASH
-14.9%
+70.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -1.0% |
| 7D | -2.1% | -10.6% | +8.4% | -2.4% |
| 30D | -1.6% | +2.2% | -3.8% | -1.5% |
| 3M | +2.3% | +32.3% | -30.0% | +3.5% |
| 6M | +14.9% | +19.1% | -4.2% | +15.6% |
| YTD | +7.5% | -6.5% | +14.0% | +7.5% |
| 1Y | +55.7% | -14.9% | +70.6% | +55.8% |
| All | +55.7% | -14.9% | +70.6% | +55.8% |
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 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