+7.4%
DASH vs COO
-38.8%
+46.2%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -3.8% |
| 7D | -10.6% | -2.2% | -8.3% | -9.4% |
| 30D | +2.2% | -7.0% | +9.2% | +6.1% |
| 3M | +32.3% | +12.2% | +20.1% | +23.1% |
| 6M | +19.1% | -15.1% | +34.2% | +29.6% |
| YTD | -6.5% | -15.1% | +8.6% | +1.6% |
| 1Y | -14.9% | +2.3% | -17.2% | -18.0% |
| 3Y | +151.9% | -23.7% | +175.6% | +167.5% |
| All | +7.4% | -38.8% | +46.2% | +26.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling