+15.2%
LQD vs DASH
+97.8%
-82.6%
-6.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -1.6% | -4.5% | +2.9% | -1.5% |
| 30D | +0.5% | -6.8% | +7.3% | +0.7% |
| 3M | -2.3% | -20.7% | +18.4% | -1.8% |
| 6M | -3.1% | +15.1% | -18.1% | -3.5% |
| YTD | -3.0% | -24.3% | +21.3% | -2.6% |
| 1Y | -2.6% | -12.1% | +9.6% | -2.5% |
| 3Y | +15.2% | +91.1% | -75.9% | +9.1% |
| All | +15.2% | +97.8% | -82.6% | +9.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling