+114.1%
DASH vs COR
+80.2%
+33.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -2.9% | +0.7% |
| 7D | -4.8% | +2.3% | -7.1% | -4.7% |
| 30D | -7.9% | +6.8% | -14.7% | -7.7% |
| 3M | -16.3% | +8.1% | -24.4% | -16.0% |
| 6M | +10.4% | +33.0% | -22.6% | +13.1% |
| YTD | -20.1% | +3.0% | -23.1% | -19.7% |
| 1Y | -11.4% | -3.4% | -8.0% | -11.9% |
| 3Y | +114.1% | +80.1% | +33.9% | +133.5% |
| All | +114.1% | +80.2% | +33.9% | +133.5% |
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