-9.4%
DASH vs COR
+185.3%
-194.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -4.0% | -5.4% | -9.0% |
| 7D | +0.5% | +2.8% | -2.3% | +0.5% |
| 30D | -7.1% | +7.4% | -14.4% | -7.3% |
| 3M | -13.2% | +7.3% | -20.5% | -13.4% |
| 6M | +8.3% | +11.5% | -3.2% | +7.8% |
| YTD | -20.6% | +1.2% | -21.7% | -20.5% |
| 1Y | -24.4% | -3.3% | -21.1% | -24.3% |
| 3Y | +94.5% | +78.5% | +16.1% | +73.5% |
| 5Y | -9.4% | +183.0% | -192.4% | -32.9% |
| All | -9.4% | +185.3% | -194.7% | -32.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling