-5.9%
DASH vs COR
+290.2%
-296.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.9% | -2.4% | -1.5% |
| 7D | -2.8% | +2.4% | -5.2% | -2.8% |
| 30D | -9.3% | +7.7% | -17.0% | -9.4% |
| 3M | -15.1% | +7.5% | -22.6% | -15.2% |
| 6M | +8.7% | +34.1% | -25.4% | +8.8% |
| YTD | -21.3% | +3.9% | -25.2% | -21.3% |
| 1Y | -12.7% | -3.6% | -9.0% | -12.6% |
| 3Y | +103.8% | +80.5% | +23.3% | +95.3% |
| 5Y | -16.8% | +194.9% | -211.7% | -21.3% |
| All | -5.9% | +290.2% | -296.1% | -10.6% |
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