+202.8%
COST vs DASH
-0.6%
+203.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.1% |
| 7D | +2.5% | -4.8% | +7.3% | +2.9% |
| 30D | +12.8% | -7.9% | +20.7% | +13.5% |
| 3M | +12.7% | -16.3% | +29.0% | +14.5% |
| 6M | +6.0% | +10.4% | -4.4% | +4.2% |
| YTD | +24.4% | -20.1% | +44.5% | +26.3% |
| 1Y | +16.2% | -11.4% | +27.7% | +16.4% |
| 3Y | +96.9% | +114.1% | -17.2% | +75.7% |
| 5Y | +121.1% | -5.8% | +126.9% | +95.2% |
| All | +202.8% | -0.6% | +203.4% | +162.7% |
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