+48.3%
LLY vs DASH
-25.5%
+73.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -9.4% | +5.6% | -3.5% |
| 7D | -0.7% | +0.5% | -1.2% | -0.5% |
| 30D | +17.9% | -7.1% | +25.0% | +17.9% |
| 3M | +16.8% | -13.2% | +30.0% | +16.8% |
| 6M | +38.4% | +8.3% | +30.2% | +39.5% |
| YTD | +27.6% | -20.6% | +48.2% | +28.0% |
| 1Y | +48.3% | -24.4% | +72.7% | +48.5% |
| All | +48.3% | -25.5% | +73.8% | +48.5% |
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