-4.5%
DASH vs COR
+286.9%
-291.4%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -2.9% | +0.6% |
| 7D | -4.8% | +2.3% | -7.1% | -4.8% |
| 30D | -7.9% | +6.8% | -14.7% | -8.0% |
| 3M | -16.3% | +8.1% | -24.4% | -16.4% |
| 6M | +10.4% | +33.0% | -22.6% | +10.5% |
| YTD | -20.1% | +3.0% | -23.1% | -20.0% |
| 1Y | -11.4% | -3.4% | -8.0% | -11.4% |
| 3Y | +114.1% | +80.1% | +33.9% | +105.1% |
| 5Y | -5.8% | +194.7% | -200.5% | -10.7% |
| All | -4.5% | +286.9% | -291.4% | -9.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling