+856.5%
LLY vs DASH
-5.2%
+861.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.2% | +2.5% | -0.5% |
| 7D | +4.6% | -4.1% | +8.7% | +4.8% |
| 30D | +22.4% | -10.6% | +33.0% | +23.0% |
| 3M | +17.1% | -18.8% | +35.9% | +18.3% |
| 6M | +44.6% | +11.2% | +33.4% | +43.5% |
| YTD | +33.5% | -23.8% | +57.3% | +35.0% |
| 1Y | +41.1% | -12.2% | +53.3% | +41.5% |
| 3Y | +143.8% | +97.3% | +46.5% | +132.8% |
| 5Y | +473.4% | -29.8% | +503.2% | +454.2% |
| All | +856.5% | -5.2% | +861.7% | +802.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling