+153.0%
DASH vs COR
+93.9%
+59.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.9% | -2.8% | -4.7% |
| 7D | -10.6% | +2.8% | -13.3% | -10.4% |
| 30D | +2.2% | +4.5% | -2.4% | +2.5% |
| 3M | +32.3% | +22.7% | +9.6% | +34.5% |
| 6M | +19.1% | -9.7% | +28.8% | +17.7% |
| YTD | -6.5% | -1.4% | -5.1% | -6.1% |
| 1Y | -14.9% | +13.9% | -28.8% | -14.3% |
| All | +153.0% | +93.9% | +59.1% | +155.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling