-5.9%
DASH vs COO
-27.0%
+21.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.5% |
| 7D | -10.2% | -2.3% | -7.9% | -9.2% |
| 30D | -8.2% | +13.3% | -21.5% | -13.5% |
| 3M | -15.9% | -18.1% | +2.2% | -7.8% |
| 6M | +13.3% | +6.7% | +6.6% | +7.3% |
| YTD | -21.3% | -23.2% | +1.9% | -11.2% |
| 1Y | -11.1% | -12.3% | +1.1% | -7.2% |
| 3Y | +103.8% | -23.6% | +127.3% | +107.2% |
| 5Y | -21.6% | -38.7% | +17.1% | -9.3% |
| All | -5.9% | -27.0% | +21.0% | +4.7% |
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