+92.3%
COST vs DASH
+94.3%
-1.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.0% | -1.1% |
| 7D | +4.1% | +0.4% | +3.7% | +3.9% |
| 30D | +12.0% | -6.0% | +18.0% | +12.4% |
| 3M | +11.2% | -15.8% | +26.9% | +12.8% |
| 6M | +6.1% | +7.0% | -0.8% | +4.7% |
| YTD | +22.9% | -20.7% | +43.6% | +26.3% |
| 1Y | +14.7% | -8.5% | +23.3% | +14.8% |
| 3Y | +92.3% | +101.8% | -9.5% | +58.0% |
| All | +92.3% | +94.3% | -1.9% | +58.0% |
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 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