+670.3%
LLY vs DASH
+16.3%
+653.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.6% | +3.7% | -0.6% |
| 7D | -2.1% | -10.6% | +8.4% | -1.6% |
| 30D | -1.6% | +2.2% | -3.8% | -1.7% |
| 3M | +2.3% | +32.3% | -30.0% | +0.7% |
| 6M | +14.9% | +19.1% | -4.2% | +13.6% |
| YTD | +7.5% | -6.5% | +14.0% | +7.6% |
| 1Y | +55.7% | -14.9% | +70.6% | +56.3% |
| 3Y | +110.6% | +151.9% | -41.3% | +98.5% |
| 5Y | +363.4% | +9.4% | +354.0% | +340.2% |
| All | +670.3% | +16.3% | +653.9% | +619.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling