-5.2%
DASH vs COF
+140.4%
-145.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.8% | +0.4% |
| 7D | +0.4% | -1.5% | +1.8% | +1.3% |
| 30D | -6.0% | +3.0% | -9.1% | -7.6% |
| 3M | -15.8% | -7.9% | -7.8% | -11.9% |
| 6M | +7.0% | +5.2% | +1.8% | +4.1% |
| YTD | -20.7% | -15.7% | -4.9% | -13.6% |
| 1Y | -8.5% | -5.5% | -3.1% | -6.7% |
| 3Y | +101.8% | +100.5% | +1.3% | +27.5% |
| 5Y | -9.6% | +42.3% | -51.9% | -35.8% |
| All | -5.2% | +140.4% | -145.6% | -37.6% |
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