-17.2%
DASH vs COR
+5.5%
-22.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.0% | +4.4% | +8.2% |
| 7D | +17.2% | +9.1% | +8.0% | +17.0% |
| 30D | +3.6% | +12.4% | -8.8% | +3.5% |
| 3M | -1.9% | +15.8% | -17.7% | -1.5% |
| 6M | +15.1% | +17.1% | -2.0% | +15.6% |
| YTD | -12.3% | +5.4% | -17.8% | -9.0% |
| 1Y | -17.2% | +3.5% | -20.8% | -15.0% |
| All | -17.2% | +5.5% | -22.7% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling