+153.0%
DASH vs COO
-23.4%
+176.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -4.2% |
| 7D | -10.6% | -2.2% | -8.3% | -10.0% |
| 30D | +2.2% | -7.0% | +9.2% | +4.0% |
| 3M | +32.3% | +12.2% | +20.1% | +28.3% |
| 6M | +19.1% | -15.1% | +34.2% | +23.5% |
| YTD | -6.5% | -15.1% | +8.6% | -3.1% |
| 1Y | -14.9% | +2.3% | -17.2% | -15.9% |
| All | +153.0% | -23.4% | +176.4% | +128.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling