-9.4%
DASH vs COO
-39.4%
+30.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.4% | -8.0% | -8.7% |
| 7D | +0.5% | +5.3% | -4.7% | -1.9% |
| 30D | -7.1% | +12.5% | -19.6% | -12.4% |
| 3M | -13.2% | -15.1% | +1.9% | -6.2% |
| 6M | +8.3% | +3.7% | +4.6% | +4.0% |
| YTD | -20.6% | -22.5% | +2.0% | -10.2% |
| 1Y | -24.4% | -7.8% | -16.6% | -23.2% |
| 3Y | +94.5% | -24.1% | +118.6% | +97.1% |
| 5Y | -9.4% | -40.1% | +30.7% | +7.9% |
| All | -9.4% | -39.4% | +30.0% | +7.9% |
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