+202.8%
COST vs DASH
-2.1%
+204.9%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | +0.2% |
| 7D | +4.6% | -2.8% | +7.4% | +4.8% |
| 30D | +12.8% | -9.3% | +22.0% | +13.7% |
| 3M | +12.1% | -15.1% | +27.1% | +13.7% |
| 6M | +6.0% | +8.7% | -2.7% | +4.3% |
| YTD | +24.4% | -21.3% | +45.7% | +26.5% |
| 1Y | +17.1% | -12.7% | +29.8% | +17.4% |
| 3Y | +92.2% | +103.8% | -11.6% | +72.4% |
| 5Y | +122.5% | -16.8% | +139.3% | +97.6% |
| All | +202.8% | -2.1% | +204.9% | +163.2% |
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 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