-3.9%
LQD vs DASH
+10.1%
-14.1%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.3% | +5.3% | +0.2% |
| 7D | +0.2% | -11.2% | +11.4% | +0.7% |
| 30D | -0.6% | -7.3% | +6.7% | -0.3% |
| 3M | -1.2% | +31.4% | -32.7% | -2.3% |
| 6M | -1.9% | +11.9% | -13.8% | -2.5% |
| YTD | -1.3% | -11.5% | +10.2% | -1.1% |
| 1Y | -1.0% | -20.0% | +19.0% | -0.6% |
| 3Y | +15.2% | +143.9% | -128.7% | +10.0% |
| 5Y | -4.4% | -0.2% | -4.2% | -9.0% |
| All | -3.9% | +10.1% | -14.1% | -9.0% |
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 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