-3.9%
LQD vs DASH
+16.3%
-20.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.6% | +4.6% | +0.1% |
| 7D | -0.4% | -10.6% | +10.2% | 0.0% |
| 30D | -0.8% | +2.2% | -2.9% | -0.9% |
| 3M | -1.9% | +32.3% | -34.2% | -3.0% |
| 6M | -2.7% | +19.1% | -21.8% | -3.5% |
| YTD | -1.3% | -6.5% | +5.2% | -1.3% |
| 1Y | 0.0% | -14.9% | +14.9% | +0.2% |
| 3Y | +14.9% | +151.9% | -137.0% | +9.5% |
| 5Y | -4.6% | +9.4% | -14.0% | -9.4% |
| All | -3.9% | +16.3% | -20.3% | -9.2% |
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