+57.3%
LLY vs DASH
-16.7%
+74.1%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.3% | -7.7% | +0.5% |
| 7D | +10.1% | +17.2% | -7.1% | +9.9% |
| 30D | +24.0% | +3.6% | +20.5% | +23.7% |
| 3M | +27.3% | -1.9% | +29.1% | +26.9% |
| 6M | +47.0% | +15.1% | +31.9% | +47.5% |
| YTD | +32.6% | -12.3% | +44.9% | +32.6% |
| 1Y | +57.3% | -17.2% | +74.6% | +57.0% |
| All | +57.3% | -16.7% | +74.1% | +57.0% |
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