+11.7%
DASH vs COF
+161.5%
-149.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.4% | -4.2% | -4.4% |
| 7D | -10.6% | +1.8% | -12.4% | -11.5% |
| 30D | +2.2% | -0.6% | +2.7% | +2.3% |
| 3M | +32.3% | +20.3% | +12.0% | +19.3% |
| 6M | +19.1% | +13.0% | +6.1% | +11.3% |
| YTD | -6.5% | -8.3% | +1.8% | -2.9% |
| 1Y | -14.9% | -1.5% | -13.4% | -15.4% |
| 3Y | +151.9% | +122.3% | +29.7% | +50.0% |
| 5Y | +9.4% | +52.5% | -43.0% | -25.6% |
| All | +11.7% | +161.5% | -149.8% | -29.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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