-4.5%
DASH vs COO
-25.8%
+21.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.5% | -1.8% | -0.5% |
| 7D | -4.8% | +4.3% | -9.1% | -6.6% |
| 30D | -7.9% | +17.6% | -25.5% | -14.8% |
| 3M | -16.3% | -13.9% | -2.4% | -10.6% |
| 6M | +10.4% | +6.6% | +3.8% | +4.7% |
| YTD | -20.1% | -22.0% | +1.9% | -10.6% |
| 1Y | -11.4% | -8.8% | -2.6% | -9.5% |
| 3Y | +114.1% | -21.5% | +135.6% | +113.9% |
| 5Y | -5.8% | -41.0% | +35.3% | +8.9% |
| All | -4.5% | -25.8% | +21.3% | +5.5% |
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