+159.7%
COST vs DASH
+16.3%
+143.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.6% | +3.6% | -0.5% |
| 7D | -3.1% | -10.6% | +7.4% | -2.0% |
| 30D | -2.8% | +2.2% | -4.9% | -3.0% |
| 3M | -5.7% | +32.3% | -37.9% | -8.7% |
| 6M | -8.8% | +19.1% | -27.9% | -11.0% |
| YTD | +6.7% | -6.5% | +13.2% | +6.8% |
| 1Y | -3.6% | -14.9% | +11.3% | -2.9% |
| 3Y | +75.1% | +151.9% | -76.9% | +53.6% |
| 5Y | +108.9% | +9.4% | +99.5% | +82.1% |
| All | +159.7% | +16.3% | +143.4% | +122.2% |
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