+11.7%
DASH vs COO
-19.2%
+31.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.5% | -3.1% | -3.8% |
| 7D | -10.6% | -2.2% | -8.3% | -9.5% |
| 30D | +2.2% | -7.0% | +9.2% | +5.9% |
| 3M | +32.3% | +12.2% | +20.1% | +23.6% |
| 6M | +19.1% | -15.1% | +34.2% | +29.0% |
| YTD | -6.5% | -15.1% | +8.6% | +1.2% |
| 1Y | -14.9% | +2.3% | -17.2% | -17.7% |
| 3Y | +151.9% | -23.7% | +175.6% | +168.1% |
| 5Y | +9.4% | -38.9% | +48.4% | +23.3% |
| All | +11.7% | -19.2% | +31.0% | +19.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling