-29.8%
DASH vs COR
+193.1%
-222.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.0% | -3.2% |
| 7D | -4.1% | +2.9% | -6.9% | -4.3% |
| 30D | -10.6% | +5.8% | -16.5% | -10.9% |
| 3M | -18.8% | +11.4% | -30.2% | -19.2% |
| 6M | +11.2% | +34.5% | -23.3% | +10.2% |
| YTD | -23.8% | +4.1% | -27.9% | -23.9% |
| 1Y | -12.2% | -3.1% | -9.0% | -12.1% |
| 3Y | +97.3% | +80.9% | +16.4% | +77.2% |
| 5Y | -29.8% | +195.1% | -225.0% | -47.0% |
| All | -29.8% | +193.1% | -222.9% | -47.0% |
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 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