-5.2%
DASH vs COO
-27.6%
+22.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.8% |
| 7D | +0.4% | +4.7% | -4.3% | -1.6% |
| 30D | -6.0% | +13.9% | -19.9% | -11.7% |
| 3M | -15.8% | -14.9% | -0.8% | -9.5% |
| 6M | +7.0% | +2.0% | +4.9% | +3.8% |
| YTD | -20.7% | -23.9% | +3.2% | -10.1% |
| 1Y | -8.5% | -9.6% | +1.1% | -6.1% |
| 3Y | +101.8% | -25.4% | +127.2% | +109.0% |
| 5Y | -9.6% | -41.2% | +31.6% | +5.3% |
| All | -5.2% | -27.6% | +22.4% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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