+814.6%
LLY vs DASH
-1.1%
+815.7%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.4% | +5.6% | -3.2% |
| 7D | -0.7% | +0.5% | -1.2% | -0.7% |
| 30D | +17.9% | -7.1% | +25.0% | +18.3% |
| 3M | +16.8% | -13.2% | +30.0% | +17.5% |
| 6M | +38.4% | +8.3% | +30.2% | +37.5% |
| YTD | +27.6% | -20.6% | +48.2% | +28.7% |
| 1Y | +48.3% | -24.4% | +72.7% | +49.8% |
| 3Y | +145.4% | +94.5% | +50.8% | +134.3% |
| 5Y | +438.9% | -9.4% | +448.3% | +416.2% |
| All | +814.6% | -1.1% | +815.7% | +760.8% |
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 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